+112.4%
MS vs FTI
+776.4%
-664.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -1.4% |
| 7D | -1.6% | -7.6% | +6.1% | +0.4% |
| 30D | -3.8% | -7.1% | +3.4% | -2.2% |
| 3M | -14.6% | -8.7% | -5.9% | -12.9% |
| 6M | -5.1% | -14.0% | +8.9% | -2.1% |
| YTD | +4.5% | +42.8% | -38.3% | -6.4% |
| 1Y | +13.5% | +50.4% | -36.8% | +0.2% |
| 3Y | +160.4% | +194.1% | -33.7% | +90.1% |
| All | +112.4% | +776.4% | -664.0% | +18.5% |
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 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