+834.9%
MSCI vs FTI
+183.5%
+651.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -0.7% | +5.4% | -6.1% | -1.5% |
| 30D | +16.2% | -8.2% | +24.4% | +17.5% |
| 3M | +16.1% | -13.7% | +29.8% | +18.5% |
| 6M | +12.9% | -11.2% | +24.1% | +14.2% |
| YTD | +14.8% | +46.0% | -31.2% | +6.4% |
| 1Y | +13.8% | +51.8% | -38.0% | +4.7% |
| 3Y | +31.2% | +206.7% | -175.5% | +5.2% |
| 5Y | +5.6% | +862.0% | -856.5% | -32.6% |
| All | +834.9% | +183.5% | +651.4% | +516.1% |
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 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