+90.0%
FTI vs MUB
+0.2%
+89.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.3% |
| 7D | -4.4% | -0.8% | -3.6% | -5.1% |
| 30D | +1.5% | -2.4% | +3.9% | -0.8% |
| 3M | +8.2% | -2.8% | +11.0% | +5.5% |
| 6M | +18.8% | -2.2% | +21.1% | +16.2% |
| YTD | +71.7% | -1.6% | +73.3% | +71.4% |
| 1Y | +90.0% | 0.0% | +90.0% | +102.1% |
| All | +90.0% | +0.2% | +89.8% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 1y: compounded portfolio wealth divided by compounded MUB 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…
1y analysis · Full analysis span regression · 6 months rolling