+13,824.1%
MA vs FTI
+678.5%
+13,145.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.7% | +5.3% | -8.0% | -4.1% |
| 30D | +1.5% | +15.3% | -13.8% | -2.5% |
| 3M | +20.4% | +15.8% | +4.7% | +14.8% |
| 6M | +11.1% | +22.6% | -11.4% | +3.8% |
| YTD | +2.0% | +79.5% | -77.6% | -14.7% |
| 1Y | -2.2% | +102.0% | -104.2% | -21.2% |
| 3Y | +41.9% | +315.8% | -273.9% | -10.4% |
| 5Y | +75.4% | +1,129.5% | -1,054.2% | -25.4% |
| 10Y | +527.5% | +320.9% | +206.6% | +210.1% |
| All | +13,824.1% | +678.5% | +13,145.7% | +4,302.9% |
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 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