+2,806.0%
MSCI vs FTI
+265.5%
+2,540.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.4% |
| 7D | -1.9% | +1.4% | -3.3% | -2.3% |
| 30D | +16.5% | -6.3% | +22.7% | +17.9% |
| 3M | +18.2% | -13.1% | +31.3% | +21.8% |
| 6M | +14.0% | -8.0% | +21.9% | +14.8% |
| YTD | +16.6% | +47.1% | -30.5% | +3.3% |
| 1Y | +14.8% | +50.7% | -35.8% | +1.0% |
| 3Y | +33.3% | +209.0% | -175.7% | -6.4% |
| 5Y | +9.1% | +847.0% | -837.9% | -47.0% |
| 10Y | +820.4% | +184.3% | +636.1% | +436.3% |
| All | +2,806.0% | +265.5% | +2,540.4% | +989.7% |
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 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