+274.5%
MP vs FTI
+1,061.5%
-787.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +11.0% | +5.4% | +5.6% | +9.0% |
| 30D | -11.7% | -8.2% | -3.5% | -9.2% |
| 3M | -30.8% | -13.7% | -17.1% | -27.4% |
| 6M | -42.9% | -11.2% | -31.7% | -41.1% |
| YTD | -25.9% | +46.0% | -71.9% | -35.9% |
| 1Y | -37.3% | +51.8% | -89.1% | -46.6% |
| 3Y | +150.7% | +206.7% | -56.1% | +60.5% |
| 5Y | -19.3% | +862.0% | -881.3% | -66.7% |
| All | +274.5% | +1,061.5% | -787.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling