-15.6%
MOS vs FTV
+37.8%
-53.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.3% | +15.1% | +16.8% |
| 7D | +17.9% | +6.6% | +11.4% | +16.5% |
| 30D | +1.6% | +19.1% | -17.6% | -1.9% |
| 3M | -4.0% | +13.1% | -17.1% | -6.4% |
| 6M | -4.1% | +14.0% | -18.1% | -6.5% |
| YTD | -7.8% | +24.2% | -32.0% | -13.4% |
| 1Y | -15.6% | +36.4% | -51.9% | -22.9% |
| All | -15.6% | +37.8% | -53.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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