+433.8%
MAR vs FTI
+305.3%
+128.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | -0.5% | -4.4% | +3.8% | +0.7% |
| 30D | -5.4% | +1.5% | -6.9% | -5.9% |
| 3M | -15.5% | +8.2% | -23.7% | -17.8% |
| 6M | +3.0% | +18.8% | -15.9% | -3.1% |
| YTD | +8.5% | +71.7% | -63.2% | -8.3% |
| 1Y | +26.0% | +90.0% | -64.1% | +2.9% |
| 3Y | +68.6% | +270.5% | -201.9% | +10.0% |
| 5Y | +157.4% | +1,084.5% | -927.2% | +9.6% |
| All | +433.8% | +305.3% | +128.6% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling