+58.1%
MP vs FTI
+1,129.5%
-1,071.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | -2.9% | +5.3% | -8.1% | -5.0% |
| 30D | +13.8% | +15.3% | -1.5% | +7.3% |
| 3M | -16.7% | +15.8% | -32.5% | -22.0% |
| 6M | -11.5% | +22.6% | -34.1% | -19.6% |
| YTD | +7.9% | +79.5% | -71.6% | -16.3% |
| 1Y | -15.0% | +102.0% | -117.1% | -37.9% |
| 3Y | +153.5% | +315.8% | -162.3% | +28.1% |
| All | +58.1% | +1,129.5% | -1,071.4% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling