+174.8%
FTI vs MAS
+219.2%
-44.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.4% |
| 7D | -3.3% | +3.6% | -6.9% | -4.7% |
| 30D | -7.2% | +23.8% | -31.0% | -15.0% |
| 3M | -12.9% | +14.4% | -27.3% | -17.9% |
| 6M | -7.9% | +19.7% | -27.6% | -16.1% |
| YTD | +45.2% | +36.0% | +9.2% | +23.1% |
| 1Y | +48.1% | +40.4% | +7.7% | +23.6% |
| 3Y | +205.0% | +58.9% | +146.1% | +133.2% |
| 5Y | +838.8% | +44.5% | +794.3% | +630.7% |
| 10Y | +174.8% | +214.8% | -40.0% | +42.9% |
| All | +174.8% | +219.2% | -44.4% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling