+597.7%
MA vs FTV
+90.8%
+506.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -2.7% | -4.5% | +1.8% | -0.3% |
| 30D | +1.5% | -7.1% | +8.6% | +5.5% |
| 3M | +20.4% | -7.2% | +27.6% | +24.6% |
| 6M | +11.1% | -1.5% | +12.6% | +11.0% |
| YTD | +2.0% | +3.5% | -1.5% | -1.8% |
| 1Y | -2.2% | +20.3% | -22.5% | -13.8% |
| 3Y | +41.9% | -3.1% | +45.0% | +37.7% |
| 5Y | +75.4% | +2.3% | +73.0% | +61.5% |
| 10Y | +527.5% | +76.3% | +451.2% | +322.4% |
| All | +597.7% | +90.8% | +506.9% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling