+7.0%
MOS vs FTV
+119.2%
-112.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +6.1% |
| 7D | +22.5% | -0.6% | +23.1% | +23.0% |
| 30D | +6.6% | +13.0% | -6.4% | -1.8% |
| 3M | -3.8% | +6.8% | -10.6% | -8.4% |
| 6M | -2.2% | +8.0% | -10.2% | -8.3% |
| YTD | -4.8% | +18.9% | -23.7% | -17.8% |
| 1Y | -11.7% | +30.8% | -42.5% | -28.9% |
| 3Y | -26.5% | +33.4% | -59.9% | -44.0% |
| 5Y | -32.2% | +12.7% | -44.9% | -43.1% |
| 10Y | +10.2% | +111.6% | -101.4% | -39.6% |
| All | +7.0% | +119.2% | -112.2% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling