+131.4%
MKSI vs FTV
+14.7%
+116.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +2.7% | -4.0% | +6.6% | +3.9% |
| 30D | -12.8% | -11.0% | -1.8% | -9.8% |
| 3M | -22.5% | -8.4% | -14.1% | -20.2% |
| 6M | +19.4% | -2.6% | +21.9% | +20.1% |
| YTD | +67.7% | -0.6% | +68.3% | +67.8% |
| 1Y | +131.4% | +11.0% | +120.5% | +95.0% |
| All | +131.4% | +14.7% | +116.7% | +95.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling