+15,614.6%
MA vs FTI
+519.4%
+15,095.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.3% |
| 7D | +2.3% | -7.6% | +9.9% | +4.4% |
| 30D | +14.7% | -7.1% | +21.8% | +16.5% |
| 3M | +13.5% | -8.7% | +22.2% | +15.5% |
| 6M | +33.1% | -14.0% | +47.1% | +36.7% |
| YTD | +15.1% | +42.8% | -27.8% | +1.9% |
| 1Y | +18.7% | +50.4% | -31.6% | +3.6% |
| 3Y | +72.1% | +194.1% | -122.0% | +19.7% |
| 5Y | +92.8% | +775.2% | -682.4% | -9.5% |
| 10Y | +571.6% | +189.2% | +382.5% | +271.6% |
| All | +15,614.6% | +519.4% | +15,095.3% | +5,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling