+84.3%
MKSI vs FTV
-2.3%
+86.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | +2.7% | -4.0% | +6.6% | +6.9% |
| 30D | -12.8% | -11.0% | -1.8% | -2.0% |
| 3M | -22.5% | -8.4% | -14.1% | -16.5% |
| 6M | +19.4% | -2.6% | +21.9% | +19.8% |
| YTD | +67.7% | -0.6% | +68.3% | +57.9% |
| 1Y | +131.4% | +11.0% | +120.5% | +90.7% |
| 3Y | +197.3% | -6.3% | +203.7% | +206.0% |
| All | +84.3% | -2.3% | +86.6% | +70.7% |
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 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