-7.5%
MSCI vs FTI
+1,129.5%
-1,137.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.4% | +5.3% | -4.9% | -0.3% |
| 30D | +0.6% | +15.3% | -14.8% | -1.5% |
| 3M | -7.1% | +15.8% | -22.8% | -9.3% |
| 6M | +0.8% | +22.6% | -21.7% | -2.7% |
| YTD | +1.0% | +79.5% | -78.6% | -8.4% |
| 1Y | +4.3% | +102.0% | -97.7% | -7.4% |
| 3Y | +9.9% | +315.8% | -305.9% | -14.4% |
| All | -7.5% | +1,129.5% | -1,137.0% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling