+380.9%
FDX vs MSCI
+3,169.6%
-2,788.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.8% |
| 7D | +2.9% | +6.0% | -3.1% | +0.8% |
| 30D | +9.6% | +18.2% | -8.6% | +3.1% |
| 3M | +2.4% | +15.1% | -12.7% | -2.9% |
| 6M | +9.2% | +13.7% | -4.5% | +3.1% |
| YTD | +37.7% | +15.6% | +22.1% | +28.1% |
| 1Y | +56.1% | +16.3% | +39.8% | +44.9% |
| 3Y | +68.9% | +36.9% | +32.1% | +44.1% |
| 5Y | +79.0% | +6.3% | +72.7% | +63.0% |
| 10Y | +163.9% | +823.0% | -659.1% | +2.6% |
| All | +380.9% | +3,169.6% | -2,788.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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