+626.8%
MSCI vs FTI
+299.5%
+327.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -1.7% | +12.3% | -14.1% | -3.6% |
| 3M | -8.2% | +13.8% | -22.0% | -10.5% |
| 6M | -2.4% | +24.3% | -26.7% | -6.5% |
| YTD | -2.8% | +75.8% | -78.6% | -12.3% |
| 1Y | -2.7% | +99.6% | -102.3% | -14.2% |
| 3Y | +7.3% | +278.4% | -271.1% | -16.7% |
| 5Y | -11.4% | +1,168.7% | -1,180.1% | -45.9% |
| All | +626.8% | +299.5% | +327.4% | +358.7% |
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