+1,725.7%
FTI vs MAS
+605.8%
+1,119.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.6% | -9.0% | -5.6% |
| 7D | -9.7% | +14.2% | -23.8% | -14.6% |
| 30D | -8.2% | +26.8% | -35.0% | -17.0% |
| 3M | -7.8% | +13.1% | -21.0% | -13.2% |
| 6M | -13.4% | +27.9% | -41.4% | -23.5% |
| YTD | +45.1% | +38.7% | +6.4% | +22.3% |
| 1Y | +54.6% | +40.4% | +14.2% | +29.4% |
| 3Y | +195.2% | +66.1% | +129.1% | +125.3% |
| 5Y | +792.3% | +47.4% | +744.9% | +593.0% |
| 10Y | +193.7% | +238.3% | -44.7% | +58.4% |
| All | +1,725.7% | +605.8% | +1,119.9% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling