+578.8%
MS vs FTI
+1,741.8%
-1,163.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.4% |
| 7D | +3.7% | +5.4% | -1.7% | +1.3% |
| 30D | +2.0% | -8.2% | +10.2% | +5.4% |
| 3M | -12.6% | -13.7% | +1.1% | -7.3% |
| 6M | -0.3% | -11.2% | +10.9% | +3.5% |
| YTD | +9.0% | +46.0% | -37.0% | -10.2% |
| 1Y | +13.9% | +51.8% | -37.9% | -7.9% |
| 3Y | +173.6% | +206.7% | -33.1% | +54.1% |
| 5Y | +122.0% | +862.0% | -740.0% | -34.2% |
| 10Y | +551.2% | +182.3% | +369.0% | +172.7% |
| All | +578.8% | +1,741.8% | -1,163.0% | +0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling