+835.5%
MSCI vs FTV
+119.0%
+716.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +15.4% | +15.7% | -0.2% | +6.5% |
| 3M | +13.4% | +7.5% | +5.9% | +8.7% |
| 6M | +10.9% | +8.5% | +2.4% | +5.0% |
| YTD | +13.0% | +18.8% | -5.8% | +0.1% |
| 1Y | +12.0% | +28.5% | -16.5% | -5.4% |
| 3Y | +34.1% | +34.0% | +0.1% | +6.7% |
| 5Y | +3.9% | +12.6% | -8.7% | -8.9% |
| 10Y | +802.0% | +111.4% | +690.6% | +456.3% |
| All | +835.5% | +119.0% | +716.5% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling