+736.2%
MSCI vs FTV
+90.8%
+645.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| YTD | +1.0% | +3.5% | -2.5% | -3.2% |
| 1Y | +4.3% | +20.3% | -16.0% | -9.1% |
| 3Y | +9.9% | -3.1% | +13.1% | +6.3% |
| 5Y | -6.8% | +2.3% | -9.1% | -13.8% |
| 10Y | +614.7% | +76.3% | +538.3% | +381.3% |
| All | +736.2% | +90.8% | +645.5% | +462.2% |
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 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