+309.6%
FTI vs MUB
+76.5%
+233.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.1% |
| 7D | +4.3% | -1.3% | +5.6% | +4.5% |
| 30D | -4.7% | +2.2% | -6.8% | -5.0% |
| 3M | -13.5% | -1.6% | -11.9% | -13.3% |
| 6M | -8.7% | -1.3% | -7.4% | -8.5% |
| YTD | +49.0% | -0.7% | +49.7% | +49.1% |
| 1Y | +54.0% | -0.2% | +54.2% | +54.0% |
| 3Y | +211.6% | +9.6% | +202.0% | +205.9% |
| 5Y | +881.9% | +2.6% | +879.3% | +875.7% |
| 10Y | +188.1% | +21.5% | +166.6% | +191.9% |
| All | +309.6% | +76.5% | +233.2% | +287.2% |
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