+779.7%
MSCI vs FTV
+113.3%
+666.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.6% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | +14.4% | +17.2% | -2.8% | +4.7% |
| 3M | +15.2% | +8.9% | +6.3% | +9.5% |
| 6M | +11.2% | +11.3% | -0.1% | +3.7% |
| YTD | +13.9% | +21.9% | -8.0% | -0.7% |
| 1Y | +12.5% | +31.6% | -19.1% | -6.5% |
| 3Y | +32.3% | +38.1% | -5.8% | +3.0% |
| 5Y | +4.9% | +15.7% | -10.8% | -9.8% |
| 10Y | +779.7% | +107.5% | +672.2% | +412.2% |
| All | +779.7% | +113.3% | +666.4% | +412.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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