+573.6%
MKSI vs FTV
+82.6%
+490.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -0.2% |
| 7D | +4.9% | -5.2% | +10.1% | +9.9% |
| 30D | -11.0% | -11.5% | +0.5% | -0.8% |
| 3M | -17.1% | -9.0% | -8.0% | -10.8% |
| 6M | +16.4% | -2.0% | +18.4% | +16.7% |
| YTD | +64.3% | -0.9% | +65.2% | +58.0% |
| 1Y | +137.7% | +14.8% | +122.9% | +98.8% |
| 3Y | +189.1% | -5.5% | +194.6% | +200.9% |
| 5Y | +83.1% | -1.9% | +85.0% | +84.8% |
| 10Y | +509.4% | +78.2% | +431.1% | +322.3% |
| All | +573.6% | +82.6% | +490.9% | +356.9% |
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