+2,427.8%
MAR vs FTI
+1,741.8%
+686.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | +1.8% | +5.4% | -3.6% | +0.1% |
| 30D | +14.3% | -8.2% | +22.5% | +16.9% |
| 3M | +20.0% | -13.7% | +33.7% | +24.8% |
| 6M | +21.7% | -11.2% | +32.9% | +24.4% |
| YTD | +37.7% | +46.0% | -8.3% | +19.5% |
| 1Y | +46.8% | +51.8% | -5.0% | +25.8% |
| 3Y | +121.0% | +206.7% | -85.7% | +46.3% |
| 5Y | +183.1% | +862.0% | -678.9% | +20.2% |
| 10Y | +532.4% | +182.3% | +350.2% | +235.0% |
| All | +2,427.8% | +1,741.8% | +686.0% | +511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling