+2,112.4%
FTI vs MDY
+898.1%
+1,214.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.3% |
| 7D | -0.2% | +1.0% | -1.2% | -1.4% |
| 30D | +12.3% | -3.1% | +15.5% | +16.6% |
| 3M | +13.8% | +1.8% | +11.9% | +10.8% |
| 6M | +24.3% | +10.8% | +13.5% | +8.7% |
| YTD | +75.8% | +14.4% | +61.3% | +48.0% |
| 1Y | +99.6% | +15.2% | +84.4% | +66.0% |
| 3Y | +278.4% | +51.2% | +227.2% | +125.6% |
| 5Y | +1,168.7% | +47.2% | +1,121.4% | +674.3% |
| 10Y | +297.5% | +171.1% | +126.4% | +30.2% |
| All | +2,112.4% | +898.1% | +1,214.3% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling