+181.3%
MS vs FTI
+314.3%
-133.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +5.3% | -3.9% | -0.2% |
| 30D | -0.3% | +15.3% | -15.6% | -4.6% |
| 3M | +0.3% | +15.8% | -15.5% | -4.6% |
| 6M | +31.3% | +22.6% | +8.8% | +21.8% |
| YTD | +24.7% | +79.5% | -54.9% | +1.7% |
| 1Y | +47.9% | +102.0% | -54.1% | +15.5% |
| All | +181.3% | +314.3% | -133.0% | +81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling