-11.1%
MOS vs FTI
+54.7%
-65.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.3% | +0.5% |
| 7D | -2.0% | +4.3% | -6.3% | -2.4% |
| 30D | +15.3% | -4.7% | +20.0% | +16.1% |
| 3M | +1.5% | -13.5% | +15.0% | +3.6% |
| 6M | -2.0% | -8.7% | +6.7% | -0.5% |
| YTD | -6.5% | +49.0% | -55.5% | -32.7% |
| 1Y | -11.1% | +54.0% | -65.1% | -37.1% |
| All | -11.1% | +54.7% | -65.7% | -37.1% |
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