+800.7%
MSCI vs FTI
+178.7%
+622.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +2.7% | -3.3% | +6.0% | +3.2% |
| 30D | +16.2% | -7.2% | +23.4% | +17.3% |
| 3M | +17.1% | -12.9% | +29.9% | +19.3% |
| 6M | +13.0% | -7.9% | +20.9% | +13.5% |
| YTD | +15.8% | +45.2% | -29.4% | +7.4% |
| 1Y | +15.5% | +48.1% | -32.6% | +6.7% |
| 3Y | +32.3% | +205.0% | -172.7% | +6.2% |
| 5Y | +8.2% | +838.8% | -830.6% | -30.6% |
| 10Y | +800.7% | +174.8% | +625.9% | +491.5% |
| All | +800.7% | +178.7% | +622.0% | +491.5% |
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 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