+295.8%
FTI vs MDY
+177.2%
+118.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | 0.0% |
| 7D | -4.4% | -1.9% | -2.5% | -2.1% |
| 30D | +1.5% | -4.6% | +6.1% | +7.6% |
| 3M | +8.2% | -1.2% | +9.4% | +9.4% |
| 6M | +18.8% | +9.2% | +9.6% | +5.1% |
| YTD | +71.7% | +13.1% | +58.6% | +45.4% |
| 1Y | +90.0% | +13.0% | +77.0% | +60.4% |
| 3Y | +270.5% | +49.2% | +221.3% | +115.8% |
| 5Y | +1,084.5% | +47.2% | +1,037.3% | +592.4% |
| All | +295.8% | +177.2% | +118.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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