+145.1%
MS vs FTV
+2.3%
+142.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | +1.4% | -4.5% | +5.9% | +4.1% |
| 30D | -0.3% | -7.1% | +6.8% | +4.0% |
| 3M | +0.3% | -7.2% | +7.5% | +4.0% |
| 6M | +31.3% | -1.5% | +32.8% | +31.0% |
| YTD | +24.7% | +3.5% | +21.2% | +19.5% |
| 1Y | +47.9% | +20.3% | +27.6% | +27.9% |
| 3Y | +178.3% | -3.1% | +181.5% | +172.8% |
| All | +145.1% | +2.3% | +142.7% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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