+12.6%
MOS vs FTV
+77.3%
-64.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.1% |
| 7D | +7.1% | -0.4% | +7.5% | +7.3% |
| 30D | +15.0% | -8.3% | +23.4% | +21.6% |
| 3M | +24.1% | -7.4% | +31.5% | +29.5% |
| 6M | +2.7% | -1.2% | +3.9% | +1.9% |
| YTD | +12.2% | +2.7% | +9.5% | +7.0% |
| 1Y | -16.3% | +18.4% | -34.7% | -28.3% |
| 3Y | -23.3% | -2.0% | -21.3% | -27.3% |
| 5Y | -4.2% | +3.4% | -7.6% | -16.1% |
| 10Y | +12.6% | +78.5% | -65.9% | -29.6% |
| All | +12.6% | +77.3% | -64.7% | -29.6% |
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