+568.4%
MA vs FTI
+178.7%
+389.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.8% | -3.3% | +5.1% | +2.4% |
| 30D | +11.8% | -7.2% | +19.0% | +13.1% |
| 3M | +17.2% | -12.9% | +30.0% | +19.8% |
| 6M | +33.4% | -7.9% | +41.3% | +34.2% |
| YTD | +16.1% | +45.2% | -29.0% | +5.9% |
| 1Y | +19.9% | +48.1% | -28.1% | +8.8% |
| 3Y | +70.1% | +205.0% | -134.9% | +29.3% |
| 5Y | +89.6% | +838.8% | -749.2% | +6.7% |
| 10Y | +568.4% | +174.8% | +393.6% | +295.6% |
| All | +568.4% | +178.7% | +389.8% | +295.6% |
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