+2,159.9%
FTI vs MAS
+491.0%
+1,668.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.0% |
| 7D | +5.3% | -0.8% | +6.0% | +5.5% |
| 30D | +15.3% | -5.6% | +20.9% | +17.6% |
| 3M | +15.8% | +4.4% | +11.3% | +12.1% |
| 6M | +22.6% | +7.2% | +15.4% | +16.2% |
| YTD | +79.5% | +16.1% | +63.4% | +63.7% |
| 1Y | +102.0% | +0.1% | +101.9% | +94.9% |
| 3Y | +315.8% | +28.3% | +287.5% | +254.1% |
| 5Y | +1,129.5% | +30.5% | +1,099.0% | +906.0% |
| 10Y | +320.9% | +139.1% | +181.8% | +161.6% |
| All | +2,159.9% | +491.0% | +1,668.9% | +636.3% |
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