+155.7%
FDX vs MSI
+683.5%
-527.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | -2.1% | +7.7% | -9.7% | -5.0% |
| 30D | +10.4% | +19.9% | -9.5% | +2.4% |
| 3M | +0.5% | +14.9% | -14.5% | -5.3% |
| 6M | +6.5% | +37.2% | -30.8% | -7.1% |
| YTD | +40.2% | +40.8% | -0.5% | +19.9% |
| 1Y | +52.1% | +38.1% | +14.0% | +31.0% |
| 3Y | +72.8% | +77.7% | -4.9% | +28.4% |
| 5Y | +76.3% | +129.0% | -52.7% | +13.1% |
| 10Y | +155.7% | +671.3% | -515.5% | -3.4% |
| All | +155.7% | +683.5% | -527.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling