+295.8%
FTI vs MTB
+173.8%
+122.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -4.4% | 0.0% | -4.4% | -4.4% |
| 30D | +1.5% | -4.8% | +6.3% | +4.9% |
| 3M | +8.2% | +6.0% | +2.2% | +3.3% |
| 6M | +18.8% | +19.6% | -0.8% | +3.7% |
| YTD | +71.7% | +21.5% | +50.2% | +47.6% |
| 1Y | +90.0% | +24.7% | +65.3% | +59.7% |
| 3Y | +270.5% | +108.6% | +161.9% | +104.9% |
| 5Y | +1,084.5% | +106.7% | +977.8% | +508.6% |
| All | +295.8% | +173.8% | +122.0% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling