+2.8%
MOS vs FTV
+113.3%
-110.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.1% |
| 7D | +19.7% | +0.4% | +19.3% | +19.3% |
| 30D | +21.5% | +17.2% | +4.3% | +9.1% |
| 3M | -0.4% | +8.9% | -9.3% | -6.5% |
| 6M | +4.5% | +11.3% | -6.7% | -4.0% |
| YTD | -2.9% | +21.9% | -24.8% | -17.8% |
| 1Y | -7.7% | +31.6% | -39.3% | -26.1% |
| 3Y | -25.6% | +38.1% | -63.7% | -45.0% |
| 5Y | -31.2% | +15.7% | -46.9% | -43.4% |
| 10Y | +2.8% | +107.5% | -104.6% | -44.7% |
| All | +2.8% | +113.3% | -110.5% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling