+154.1%
MAR vs FTI
+1,177.2%
-1,023.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -0.5% | -2.3% | +1.8% | 0.0% |
| 30D | -4.7% | +5.0% | -9.7% | -5.6% |
| 3M | -15.6% | +13.8% | -29.4% | -18.0% |
| 6M | +1.2% | +22.9% | -21.7% | -3.7% |
| YTD | +7.5% | +75.0% | -67.5% | -5.3% |
| 1Y | +26.6% | +96.9% | -70.3% | +8.5% |
| 3Y | +66.0% | +276.7% | -210.8% | +22.3% |
| 5Y | +154.1% | +1,157.0% | -1,002.9% | +30.3% |
| All | +154.1% | +1,177.2% | -1,023.1% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling