+453.7%
MP vs FTI
+1,298.3%
-844.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.3% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | +8.3% | +12.3% | -4.0% | +4.0% |
| 3M | -3.8% | +13.8% | -17.6% | -8.6% |
| 6M | -4.9% | +24.3% | -29.2% | -12.8% |
| YTD | +9.6% | +75.8% | -66.2% | -10.9% |
| 1Y | -11.7% | +99.6% | -111.4% | -31.9% |
| 3Y | +158.5% | +278.4% | -119.9% | +53.2% |
| 5Y | +68.9% | +1,168.7% | -1,099.8% | -36.1% |
| All | +453.7% | +1,298.3% | -844.6% | +111.9% |
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