-11.4%
MOS vs FTI
+50.7%
-62.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.8% | -4.5% |
| 7D | -2.6% | +5.4% | -8.0% | -3.1% |
| 30D | +13.5% | -8.2% | +21.7% | +14.8% |
| 3M | -2.9% | -13.7% | +10.8% | -1.0% |
| 6M | -1.0% | -11.2% | +10.2% | +1.0% |
| YTD | -7.2% | +46.0% | -53.2% | -33.0% |
| 1Y | -11.4% | +51.8% | -63.2% | -37.9% |
| All | -11.4% | +50.7% | -62.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling