+237.5%
MOS vs FTI
+2,165.1%
-1,927.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +9.5% | +5.3% | +4.3% | +6.7% |
| 30D | +10.4% | +15.3% | -4.9% | +2.3% |
| 3M | +12.9% | +15.8% | -2.9% | +3.3% |
| 6M | +1.2% | +22.6% | -21.3% | -11.1% |
| YTD | +9.3% | +79.5% | -70.2% | -21.5% |
| 1Y | -18.0% | +102.0% | -120.0% | -44.9% |
| 3Y | -29.0% | +315.8% | -344.8% | -69.5% |
| 5Y | -9.6% | +1,129.5% | -1,139.1% | -80.1% |
| 10Y | +6.1% | +320.9% | -314.9% | -66.5% |
| All | +237.5% | +2,165.1% | -1,927.7% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling