-25.0%
MOS vs FTV
+38.5%
-63.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.6% |
| 7D | +24.8% | +1.4% | +23.4% | +24.2% |
| 30D | +22.7% | +18.3% | +4.4% | +15.7% |
| 3M | -1.2% | +9.8% | -11.0% | -4.5% |
| 6M | +5.5% | +12.3% | -6.8% | +0.9% |
| YTD | -2.0% | +23.1% | -25.0% | -10.5% |
| 1Y | -7.9% | +32.5% | -40.5% | -18.6% |
| 3Y | -25.0% | +38.3% | -63.3% | -38.0% |
| All | -25.0% | +38.5% | -63.5% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling