+222.1%
MAS vs FTV
+109.7%
+112.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.8% | -0.6% |
| 7D | +4.6% | -0.6% | +5.2% | +5.1% |
| 30D | +19.9% | +13.0% | +6.9% | +10.6% |
| 3M | +8.9% | +6.8% | +2.1% | +4.2% |
| 6M | +20.2% | +8.0% | +12.1% | +14.3% |
| YTD | +33.9% | +18.9% | +15.0% | +18.7% |
| 1Y | +34.7% | +30.8% | +3.8% | +12.0% |
| 3Y | +60.4% | +33.4% | +27.0% | +30.2% |
| 5Y | +43.5% | +12.7% | +30.8% | +28.4% |
| All | +222.1% | +109.7% | +112.4% | +90.6% |
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