-27.7%
MOS vs FTV
+16.7%
-44.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.6% |
| 7D | +24.8% | +1.4% | +23.4% | +24.1% |
| 30D | +22.7% | +18.3% | +4.4% | +14.8% |
| 3M | -1.2% | +9.8% | -11.0% | -5.0% |
| 6M | +5.5% | +12.3% | -6.8% | +0.3% |
| YTD | -2.0% | +23.1% | -25.0% | -11.2% |
| 1Y | -7.9% | +32.5% | -40.5% | -19.4% |
| 3Y | -25.0% | +38.3% | -63.3% | -36.8% |
| 5Y | -27.7% | +16.8% | -44.6% | -33.8% |
| All | -27.7% | +16.7% | -44.4% | -33.8% |
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