+573.1%
MS vs FTI
+1,731.3%
-1,158.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | +0.8% | -3.3% | +4.1% | +2.2% |
| 30D | -0.7% | -7.2% | +6.5% | +2.2% |
| 3M | -12.4% | -12.9% | +0.5% | -7.5% |
| 6M | -1.7% | -7.9% | +6.1% | +0.3% |
| YTD | +8.0% | +45.2% | -37.1% | -10.8% |
| 1Y | +16.2% | +48.1% | -31.8% | -5.0% |
| 3Y | +171.3% | +205.0% | -33.7% | +53.1% |
| 5Y | +124.8% | +838.8% | -714.1% | -32.6% |
| 10Y | +553.7% | +174.8% | +378.9% | +177.6% |
| All | +573.1% | +1,731.3% | -1,158.3% | -0.5% |
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 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