+194.0%
MOS vs FTI
+1,647.4%
-1,453.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.8% | +5.6% |
| 7D | +22.5% | -8.0% | +30.5% | +27.1% |
| 30D | +6.6% | -11.9% | +18.5% | +12.9% |
| 3M | -3.8% | -11.0% | +7.2% | +1.0% |
| 6M | -2.2% | -17.8% | +15.6% | +5.4% |
| YTD | -4.8% | +38.5% | -43.3% | -22.5% |
| 1Y | -11.7% | +45.9% | -57.6% | -30.1% |
| 3Y | -26.5% | +181.8% | -208.4% | -61.4% |
| 5Y | -32.2% | +748.6% | -780.8% | -81.9% |
| 10Y | +10.2% | +180.4% | -170.2% | -56.9% |
| All | +194.0% | +1,647.4% | -1,453.4% | -47.2% |
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