-24.4%
MOS vs FTV
+33.2%
-57.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +21.6% | +0.2% | +21.4% | +21.5% |
| 30D | +12.0% | +15.7% | -3.7% | +6.3% |
| 3M | -3.9% | +7.5% | -11.4% | -6.4% |
| 6M | -3.3% | +8.5% | -11.8% | -6.4% |
| YTD | -4.6% | +18.8% | -23.4% | -11.9% |
| 1Y | -7.0% | +28.5% | -35.5% | -17.0% |
| 3Y | -24.4% | +34.0% | -58.4% | -37.6% |
| All | -24.4% | +33.2% | -57.6% | -37.6% |
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 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