-9.6%
MOS vs FTV
+2.3%
-11.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +9.5% | -4.5% | +14.0% | +11.4% |
| 30D | +10.4% | -7.1% | +17.5% | +13.5% |
| 3M | +12.9% | -7.2% | +20.0% | +15.8% |
| 6M | +1.2% | -1.5% | +2.7% | +1.0% |
| YTD | +9.3% | +3.5% | +5.8% | +6.1% |
| 1Y | -18.0% | +20.3% | -38.3% | -25.7% |
| 3Y | -29.0% | -3.1% | -25.9% | -30.6% |
| All | -9.6% | +2.3% | -11.9% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling