+232.5%
MAS vs FTV
+129.0%
+103.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.4% | +4.1% |
| 7D | +14.2% | +6.6% | +7.6% | +9.6% |
| 30D | +26.8% | +19.1% | +7.7% | +13.2% |
| 3M | +13.1% | +13.1% | +0.1% | +4.3% |
| 6M | +27.9% | +14.0% | +13.9% | +17.6% |
| YTD | +38.7% | +24.2% | +14.5% | +19.6% |
| 1Y | +40.4% | +36.4% | +4.0% | +13.9% |
| 3Y | +66.1% | +39.3% | +26.8% | +31.4% |
| 5Y | +47.4% | +18.7% | +28.7% | +27.8% |
| 10Y | +238.3% | +121.0% | +117.3% | +100.3% |
| All | +232.5% | +129.0% | +103.5% | +96.7% |
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