+35.3%
MAS vs FTV
+2.3%
+33.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.5% |
| 7D | -0.8% | -4.5% | +3.7% | +2.6% |
| 30D | -5.6% | -7.1% | +1.5% | -0.5% |
| 3M | +4.4% | -7.2% | +11.6% | +10.3% |
| 6M | +7.2% | -1.5% | +8.7% | +8.2% |
| YTD | +16.1% | +3.5% | +12.6% | +12.3% |
| 1Y | +0.1% | +20.3% | -20.3% | -13.7% |
| 3Y | +28.3% | -3.1% | +31.4% | +28.1% |
| All | +35.3% | +2.3% | +33.0% | +21.2% |
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