-6.3%
MOS vs FTV
+109.2%
-115.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.0% | +3.9% | -5.9% | -4.4% |
| 30D | +15.3% | +18.7% | -3.4% | +2.7% |
| 3M | +1.5% | +10.0% | -8.5% | -5.3% |
| 6M | -2.0% | +14.6% | -16.5% | -11.7% |
| YTD | -6.5% | +23.4% | -30.0% | -21.4% |
| 1Y | -11.1% | +31.3% | -42.4% | -28.6% |
| 3Y | -30.3% | +39.8% | -70.0% | -48.8% |
| 5Y | -33.5% | +17.7% | -51.2% | -45.9% |
| All | -6.3% | +109.2% | -115.6% | -46.2% |
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