+215.9%
MAS vs FTV
+109.5%
+106.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +2.0% | +0.2% | +1.7% | +1.9% |
| 30D | +19.4% | +15.7% | +3.7% | +8.5% |
| 3M | +9.4% | +7.5% | +1.9% | +4.2% |
| 6M | +15.3% | +8.5% | +6.9% | +9.4% |
| YTD | +31.3% | +18.8% | +12.5% | +16.5% |
| 1Y | +34.9% | +28.5% | +6.3% | +13.5% |
| 3Y | +58.6% | +34.0% | +24.6% | +28.4% |
| 5Y | +40.7% | +12.6% | +28.1% | +26.0% |
| All | +215.9% | +109.5% | +106.3% | +87.0% |
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