+5.6%
MSCI vs FTV
+17.3%
-11.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +3.0% | +3.9% | -0.9% | +0.9% |
| 30D | +17.8% | +18.7% | -0.9% | +7.3% |
| 3M | +15.2% | +10.0% | +5.2% | +9.1% |
| 6M | +16.5% | +14.6% | +1.9% | +7.0% |
| YTD | +16.4% | +23.4% | -7.1% | +0.7% |
| 1Y | +16.8% | +31.3% | -14.5% | -3.0% |
| 3Y | +35.8% | +39.8% | -4.0% | +1.1% |
| All | +5.6% | +17.3% | -11.7% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling