+568.4%
MA vs FTV
+107.5%
+460.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | -0.1% |
| 7D | +1.8% | +1.4% | +0.4% | +1.0% |
| 30D | +11.8% | +18.3% | -6.5% | +1.9% |
| 3M | +17.2% | +9.8% | +7.3% | +11.0% |
| 6M | +33.4% | +12.3% | +21.1% | +24.0% |
| YTD | +16.1% | +23.1% | -6.9% | +1.5% |
| 1Y | +19.9% | +32.5% | -12.6% | +0.3% |
| 3Y | +70.1% | +38.3% | +31.7% | +34.0% |
| 5Y | +89.6% | +16.8% | +72.8% | +62.4% |
| 10Y | +568.4% | +106.6% | +461.9% | +296.1% |
| All | +568.4% | +107.5% | +460.9% | +296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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