-7.5%
MSCI vs FTV
+2.3%
-9.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +0.4% | -4.5% | +4.9% | +2.9% |
| 30D | +0.6% | -7.1% | +7.6% | +4.6% |
| 3M | -7.1% | -7.2% | +0.1% | -3.8% |
| 6M | +0.8% | -1.5% | +2.3% | +0.4% |
| YTD | +1.0% | +3.5% | -2.5% | -3.6% |
| 1Y | +4.3% | +20.3% | -16.0% | -10.2% |
| 3Y | +9.9% | -3.1% | +13.1% | +6.3% |
| All | -7.5% | +2.3% | -9.8% | -20.9% |
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