+183.9%
FDX vs MSI
+595.6%
-411.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.5% | -3.7% | +1.2% | -1.0% |
| 30D | +3.8% | +6.8% | -3.0% | +0.8% |
| 3M | -1.3% | +14.3% | -15.6% | -7.0% |
| 6M | +5.0% | -1.6% | +6.6% | +4.8% |
| YTD | +39.6% | +22.8% | +16.9% | +26.4% |
| 1Y | +81.1% | -1.1% | +82.2% | +79.4% |
| 3Y | +63.0% | +70.5% | -7.4% | +22.2% |
| 5Y | +65.6% | +102.8% | -37.2% | +11.6% |
| All | +183.9% | +595.6% | -411.8% | +18.7% |
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