+211.6%
FTI vs MUB
+9.9%
+201.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.1% |
| 7D | +4.3% | -1.3% | +5.6% | +4.4% |
| 30D | -4.7% | +2.2% | -6.8% | -4.9% |
| 3M | -13.5% | -1.6% | -11.9% | -13.5% |
| 6M | -8.7% | -1.3% | -7.4% | -8.7% |
| YTD | +49.0% | -0.7% | +49.7% | +48.8% |
| 1Y | +54.0% | -0.2% | +54.2% | +53.6% |
| 3Y | +211.6% | +9.6% | +202.0% | +235.3% |
| All | +211.6% | +9.9% | +201.7% | +235.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling