+847.5%
MSCI vs FTI
+189.4%
+658.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.7% | +1.0% |
| 7D | +3.0% | +4.3% | -1.3% | +2.3% |
| 30D | +17.8% | -4.7% | +22.5% | +18.4% |
| 3M | +15.2% | -13.5% | +28.7% | +17.5% |
| 6M | +16.5% | -8.7% | +25.2% | +17.3% |
| YTD | +16.4% | +49.0% | -32.6% | +7.5% |
| 1Y | +16.8% | +54.0% | -37.2% | +7.3% |
| 3Y | +35.8% | +211.6% | -175.9% | +8.6% |
| 5Y | +7.0% | +881.9% | -874.9% | -31.9% |
| All | +847.5% | +189.4% | +658.1% | +522.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling