+15,689.5%
MA vs FTI
+523.8%
+15,165.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.3% | -4.3% | +4.0% | +0.8% |
| 30D | +11.3% | -8.0% | +19.4% | +13.4% |
| 3M | +16.7% | -8.0% | +24.7% | +18.5% |
| 6M | +32.8% | -8.7% | +41.5% | +34.2% |
| YTD | +15.6% | +43.9% | -28.3% | +2.2% |
| 1Y | +19.6% | +49.8% | -30.2% | +4.4% |
| 3Y | +72.1% | +211.7% | -139.6% | +17.8% |
| 5Y | +96.0% | +781.6% | -685.5% | -8.1% |
| 10Y | +554.8% | +180.2% | +374.6% | +266.7% |
| All | +15,689.5% | +523.8% | +15,165.7% | +5,175.8% |
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