+874.1%
MS vs FTV
+119.0%
+755.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | -3.8% | +15.7% | -19.4% | -12.9% |
| 3M | -14.6% | +7.5% | -22.1% | -19.0% |
| 6M | -5.1% | +8.5% | -13.5% | -11.2% |
| YTD | +4.5% | +18.8% | -14.3% | -9.7% |
| 1Y | +13.5% | +28.5% | -15.0% | -7.5% |
| 3Y | +160.4% | +34.0% | +126.4% | +101.4% |
| 5Y | +112.9% | +12.6% | +100.3% | +83.0% |
| 10Y | +633.4% | +111.4% | +522.0% | +318.2% |
| All | +874.1% | +119.0% | +755.1% | +452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling