-29.8%
MOS vs FTI
+848.3%
-878.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | +5.5% | +1.4% | +4.1% | +4.8% |
| 30D | +21.0% | -6.3% | +27.2% | +23.2% |
| 3M | -0.5% | -13.1% | +12.7% | +4.2% |
| 6M | +6.6% | -8.0% | +14.6% | +8.0% |
| YTD | -2.8% | +47.1% | -49.8% | -19.1% |
| 1Y | -8.1% | +50.7% | -58.7% | -24.2% |
| 3Y | -25.6% | +209.0% | -234.6% | -56.7% |
| 5Y | -29.8% | +847.0% | -876.7% | -78.5% |
| All | -29.8% | +848.3% | -878.1% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling