+498.8%
MAR vs FTI
+189.4%
+309.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -0.9% |
| 7D | +1.6% | +4.3% | -2.7% | +0.4% |
| 30D | +13.8% | -4.7% | +18.5% | +14.9% |
| 3M | +20.3% | -13.5% | +33.8% | +24.5% |
| 6M | +21.3% | -8.7% | +30.0% | +22.8% |
| YTD | +37.2% | +49.0% | -11.8% | +19.9% |
| 1Y | +48.4% | +54.0% | -5.6% | +28.4% |
| 3Y | +120.1% | +211.6% | -91.5% | +50.5% |
| 5Y | +182.1% | +881.9% | -699.8% | +26.9% |
| All | +498.8% | +189.4% | +309.4% | +186.1% |
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