+266.8%
FTI vs MDY
+47.3%
+219.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -2.0% |
| 7D | -5.6% | -2.5% | -3.1% | -3.4% |
| 30D | +0.4% | -5.0% | +5.5% | +5.2% |
| 3M | +8.1% | +0.5% | +7.7% | +7.3% |
| 6M | +16.7% | +8.0% | +8.7% | +7.5% |
| YTD | +70.0% | +12.2% | +57.8% | +50.9% |
| 1Y | +85.4% | +14.0% | +71.5% | +61.5% |
| All | +266.8% | +47.3% | +219.5% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling