+2,715.8%
MSCI vs FTI
+255.1%
+2,460.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -3.1% |
| 7D | +2.8% | -7.6% | +10.5% | +4.8% |
| 30D | +15.4% | -7.1% | +22.6% | +17.1% |
| 3M | +13.4% | -8.7% | +22.1% | +15.3% |
| 6M | +10.9% | -14.0% | +24.9% | +13.7% |
| YTD | +13.0% | +42.8% | -29.9% | +0.8% |
| 1Y | +12.0% | +50.4% | -38.3% | -1.5% |
| 3Y | +34.1% | +194.1% | -160.0% | -4.7% |
| 5Y | +3.9% | +775.2% | -771.3% | -48.4% |
| 10Y | +802.0% | +189.2% | +612.8% | +420.1% |
| All | +2,715.8% | +255.1% | +2,460.8% | +963.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling