-8.8%
MOS vs FTI
+48.6%
-57.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.8% |
| 7D | +19.7% | -4.3% | +24.0% | +20.2% |
| 30D | +21.5% | -8.0% | +29.5% | +22.8% |
| 3M | -0.4% | -8.0% | +7.6% | +0.5% |
| 6M | +4.5% | -8.7% | +13.2% | +5.0% |
| YTD | -2.9% | +43.9% | -46.8% | -29.8% |
| All | -8.8% | +48.6% | -57.4% | -34.8% |
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