+90.0%
FTI vs MDY
+14.6%
+75.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | -4.4% | -1.9% | -2.5% | -3.4% |
| 30D | +1.5% | -4.6% | +6.1% | +4.2% |
| 3M | +8.2% | -1.2% | +9.4% | +8.9% |
| 6M | +18.8% | +9.2% | +9.6% | +10.9% |
| YTD | +71.7% | +13.1% | +58.6% | +56.4% |
| 1Y | +90.0% | +13.0% | +77.0% | +70.9% |
| All | +90.0% | +14.6% | +75.5% | +70.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling