+178.4%
MAS vs FTV
+90.8%
+87.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.4% |
| 7D | -0.8% | -4.5% | +3.7% | +2.2% |
| 30D | -5.6% | -7.1% | +1.5% | -1.0% |
| 3M | +4.4% | -7.2% | +11.6% | +9.8% |
| 6M | +7.2% | -1.5% | +8.7% | +8.1% |
| YTD | +16.1% | +3.5% | +12.6% | +12.8% |
| 1Y | +0.1% | +20.3% | -20.3% | -12.0% |
| 3Y | +28.3% | -3.1% | +31.4% | +28.4% |
| 5Y | +30.5% | +2.3% | +28.1% | +24.7% |
| 10Y | +139.1% | +76.3% | +62.8% | +61.2% |
| All | +178.4% | +90.8% | +87.7% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling