+65.5%
FDX vs MSI
+77.7%
-12.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.7% |
| 7D | -1.6% | +4.7% | -6.3% | -2.3% |
| 30D | +6.6% | +14.8% | -8.2% | +4.5% |
| 3M | -2.1% | +8.8% | -10.9% | -3.3% |
| 6M | +2.2% | +19.3% | -17.1% | -0.5% |
| YTD | +33.9% | +35.3% | -1.4% | +27.9% |
| 1Y | +50.2% | +33.8% | +16.5% | +43.7% |
| 3Y | +65.5% | +74.4% | -8.9% | +32.6% |
| All | +65.5% | +77.7% | -12.2% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling