+556.2%
MS vs FTI
+180.1%
+376.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.2% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | +0.9% | -6.3% | +7.2% | +2.7% |
| 3M | -10.8% | -13.1% | +2.3% | -7.2% |
| 6M | +0.9% | -8.0% | +8.9% | +2.5% |
| YTD | +9.8% | +47.1% | -37.3% | -4.6% |
| 1Y | +17.1% | +50.7% | -33.6% | +0.8% |
| 3Y | +175.7% | +209.0% | -33.3% | +83.4% |
| 5Y | +125.9% | +847.0% | -721.1% | -3.1% |
| 10Y | +556.2% | +184.3% | +371.9% | +234.4% |
| All | +556.2% | +180.1% | +376.1% | +234.4% |
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