-25.0%
MOS vs FTI
+209.3%
-234.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +24.8% | -3.3% | +28.1% | +25.6% |
| 30D | +22.7% | -7.2% | +29.9% | +24.7% |
| 3M | -1.2% | -12.9% | +11.7% | +2.0% |
| 6M | +5.5% | -7.9% | +13.4% | +6.5% |
| YTD | -2.0% | +45.2% | -47.1% | -15.5% |
| 1Y | -7.9% | +48.1% | -56.0% | -21.1% |
| 3Y | -25.0% | +205.0% | -230.0% | -52.8% |
| All | -25.0% | +209.3% | -234.3% | -52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling