+393.6%
FTI vs MUB
+76.3%
+317.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.3% | -0.9% | +6.1% | +5.4% |
| 30D | +15.3% | -1.4% | +16.8% | +15.6% |
| 3M | +15.8% | -2.2% | +17.9% | +16.2% |
| 6M | +22.6% | -1.9% | +24.5% | +23.0% |
| YTD | +79.5% | -0.8% | +80.3% | +79.7% |
| 1Y | +102.0% | +2.7% | +99.3% | +100.9% |
| 3Y | +315.8% | +8.6% | +307.2% | +308.8% |
| 5Y | +1,129.5% | +2.0% | +1,127.5% | +1,123.3% |
| 10Y | +320.9% | +17.9% | +303.0% | +324.0% |
| All | +393.6% | +76.3% | +317.3% | +366.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling