+2,417.1%
MSCI vs FTI
+346.3%
+2,070.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.4% | +5.3% | -4.9% | -0.9% |
| 30D | +0.6% | +15.3% | -14.8% | -3.2% |
| 3M | -7.1% | +15.8% | -22.8% | -11.2% |
| 6M | +0.8% | +22.6% | -21.7% | -5.5% |
| YTD | +1.0% | +79.5% | -78.6% | -14.6% |
| 1Y | +4.3% | +102.0% | -97.7% | -14.8% |
| 3Y | +9.9% | +315.8% | -305.9% | -28.5% |
| 5Y | -6.8% | +1,129.5% | -1,136.3% | -57.9% |
| 10Y | +614.7% | +320.9% | +293.7% | +268.0% |
| All | +2,417.1% | +346.3% | +2,070.8% | +801.1% |
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 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