+687.4%
MA vs FTV
+119.0%
+568.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | +14.7% | +15.7% | -1.0% | +6.0% |
| 3M | +13.5% | +7.5% | +6.0% | +8.8% |
| 6M | +33.1% | +8.5% | +24.6% | +26.3% |
| YTD | +15.1% | +18.8% | -3.7% | +2.7% |
| 1Y | +18.7% | +28.5% | -9.8% | +1.3% |
| 3Y | +72.1% | +34.0% | +38.1% | +38.6% |
| 5Y | +92.8% | +12.6% | +80.2% | +69.0% |
| 10Y | +571.6% | +111.4% | +460.2% | +319.1% |
| All | +687.4% | +119.0% | +568.4% | +388.8% |
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