+676.6%
MS vs FTI
+2,165.1%
-1,488.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.4% | +5.3% | -3.9% | -1.0% |
| 30D | -0.3% | +15.3% | -15.6% | -6.6% |
| 3M | +0.3% | +15.8% | -15.5% | -6.8% |
| 6M | +31.3% | +22.6% | +8.8% | +18.1% |
| YTD | +24.7% | +79.5% | -54.9% | -5.8% |
| 1Y | +47.9% | +102.0% | -54.1% | +5.3% |
| 3Y | +178.3% | +315.8% | -137.5% | +36.5% |
| 5Y | +144.9% | +1,129.5% | -984.6% | -35.3% |
| 10Y | +804.5% | +320.9% | +483.6% | +211.2% |
| All | +676.6% | +2,165.1% | -1,488.6% | +5.1% |
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