+513.2%
MA vs FTI
+297.7%
+215.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -3.5% | -2.3% | -1.2% | -3.1% |
| 30D | +0.8% | +5.0% | -4.3% | -0.3% |
| 3M | +14.8% | +13.8% | +0.9% | +11.3% |
| 6M | +10.0% | +22.9% | -12.9% | +4.6% |
| YTD | -0.1% | +75.0% | -75.1% | -11.9% |
| 1Y | -2.2% | +96.9% | -99.1% | -16.1% |
| 3Y | +39.3% | +276.7% | -237.5% | +1.6% |
| 5Y | +66.3% | +1,157.0% | -1,090.7% | -12.0% |
| 10Y | +513.2% | +310.7% | +202.5% | +241.9% |
| All | +513.2% | +297.7% | +215.6% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling