+22.8%
MOS vs FTV
+90.8%
-68.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.1% |
| 7D | +9.5% | -4.5% | +14.0% | +12.7% |
| 30D | +10.4% | -7.1% | +17.5% | +15.6% |
| 3M | +12.9% | -7.2% | +20.0% | +17.6% |
| 6M | +1.2% | -1.5% | +2.7% | +0.6% |
| YTD | +9.3% | +3.5% | +5.8% | +3.8% |
| 1Y | -18.0% | +20.3% | -38.3% | -30.4% |
| 3Y | -29.0% | -3.1% | -25.9% | -32.1% |
| 5Y | -9.6% | +2.3% | -11.9% | -19.8% |
| 10Y | +6.1% | +76.3% | -70.3% | -34.4% |
| All | +22.8% | +90.8% | -68.0% | -25.7% |
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