+808.5%
MS vs FTI
+314.0%
+494.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +5.3% | -3.9% | -0.3% |
| 30D | -0.3% | +15.3% | -15.6% | -4.9% |
| 3M | +0.3% | +15.8% | -15.5% | -4.8% |
| 6M | +31.3% | +22.6% | +8.8% | +21.7% |
| YTD | +24.7% | +79.5% | -54.9% | +2.0% |
| 1Y | +47.9% | +102.0% | -54.1% | +15.9% |
| 3Y | +178.3% | +315.8% | -137.5% | +68.1% |
| 5Y | +144.9% | +1,129.5% | -984.6% | -4.1% |
| All | +808.5% | +314.0% | +494.6% | +312.2% |
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