+1,107.3%
FTI vs MTB
+100.2%
+1,007.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.3% | +1.1% | -3.4% | -2.8% |
| 30D | +5.0% | -4.6% | +9.6% | +7.4% |
| 3M | +13.8% | +6.3% | +7.6% | +10.0% |
| 6M | +22.9% | +15.6% | +7.3% | +13.3% |
| YTD | +75.0% | +20.6% | +54.4% | +57.6% |
| 1Y | +96.9% | +22.5% | +74.4% | +75.5% |
| 3Y | +276.7% | +114.4% | +162.3% | +147.1% |
| All | +1,107.3% | +100.2% | +1,007.1% | +599.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling