+44.5%
MAS vs FTV
+16.7%
+27.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.0% |
| 7D | +3.6% | +1.4% | +2.2% | +2.6% |
| 30D | +23.8% | +18.3% | +5.5% | +9.7% |
| 3M | +14.4% | +9.8% | +4.6% | +6.8% |
| 6M | +19.7% | +12.3% | +7.4% | +10.2% |
| YTD | +36.0% | +23.1% | +12.9% | +15.9% |
| 1Y | +40.4% | +32.5% | +7.8% | +13.2% |
| 3Y | +58.9% | +38.3% | +20.6% | +21.0% |
| 5Y | +44.5% | +16.8% | +27.7% | +21.1% |
| All | +44.5% | +16.7% | +27.9% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling