+2,159.9%
FTI vs MTB
+533.6%
+1,626.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +5.3% | +1.7% | +3.5% | +4.3% |
| 30D | +15.3% | -4.2% | +19.5% | +17.9% |
| 3M | +15.8% | +8.9% | +6.9% | +10.0% |
| 6M | +22.6% | +10.9% | +11.7% | +14.9% |
| YTD | +79.5% | +21.5% | +58.1% | +59.7% |
| 1Y | +102.0% | +21.9% | +80.1% | +78.8% |
| 3Y | +315.8% | +109.2% | +206.6% | +165.6% |
| 5Y | +1,129.5% | +102.0% | +1,027.5% | +677.7% |
| 10Y | +320.9% | +171.9% | +149.0% | +135.2% |
| All | +2,159.9% | +533.6% | +1,626.3% | +690.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling