+1,492.4%
FTI vs MKTX
+1,442.6%
+49.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -4.4% | -0.2% | -4.2% | -4.3% |
| 30D | +1.5% | +0.7% | +0.8% | +1.3% |
| 3M | +8.2% | +40.8% | -32.6% | -1.7% |
| 6M | +18.8% | -8.0% | +26.8% | +19.1% |
| YTD | +71.7% | -8.7% | +80.4% | +72.0% |
| 1Y | +90.0% | -11.8% | +101.9% | +91.5% |
| 3Y | +270.5% | -24.0% | +294.5% | +273.6% |
| 5Y | +1,084.5% | -60.3% | +1,144.9% | +1,270.2% |
| 10Y | +302.9% | +5.0% | +298.0% | +228.4% |
| All | +1,492.4% | +1,442.6% | +49.8% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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