+1,643.4%
FTI vs MAS
+581.5%
+1,061.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -3.2% |
| 7D | -8.0% | +4.6% | -12.6% | -9.8% |
| 30D | -11.9% | +19.9% | -31.8% | -18.6% |
| 3M | -11.0% | +8.9% | -19.9% | -14.9% |
| 6M | -17.8% | +20.2% | -38.0% | -25.5% |
| YTD | +38.5% | +33.9% | +4.6% | +18.4% |
| 1Y | +45.9% | +34.7% | +11.3% | +24.2% |
| 3Y | +181.8% | +60.4% | +121.5% | +118.1% |
| 5Y | +748.6% | +43.5% | +705.2% | +566.2% |
| 10Y | +180.4% | +226.7% | -46.3% | +53.4% |
| All | +1,643.4% | +581.5% | +1,061.8% | +432.5% |
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