+1,036.2%
FTI vs MDY
+46.3%
+989.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.2% |
| 7D | -4.4% | -1.9% | -2.5% | -2.6% |
| 30D | +1.5% | -4.6% | +6.1% | +6.3% |
| 3M | +8.2% | -1.2% | +9.4% | +9.2% |
| 6M | +18.8% | +9.2% | +9.6% | +8.0% |
| YTD | +71.7% | +13.1% | +58.6% | +50.7% |
| 1Y | +90.0% | +13.0% | +77.0% | +66.5% |
| 3Y | +270.5% | +49.2% | +221.3% | +144.9% |
| All | +1,036.2% | +46.3% | +989.9% | +685.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling