+224.3%
MAS vs FTV
+113.3%
+110.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +2.7% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +25.5% | +17.2% | +8.3% | +13.1% |
| 3M | +11.8% | +8.9% | +2.9% | +5.6% |
| 6M | +21.3% | +11.3% | +10.0% | +13.2% |
| YTD | +37.7% | +21.9% | +15.8% | +20.1% |
| 1Y | +41.0% | +31.6% | +9.5% | +16.9% |
| 3Y | +63.0% | +38.1% | +24.9% | +29.4% |
| 5Y | +44.1% | +15.7% | +28.4% | +26.8% |
| 10Y | +224.3% | +107.5% | +116.8% | +94.1% |
| All | +224.3% | +113.3% | +110.9% | +94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling