+70.0%
FDX vs MSI
+118.7%
-48.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -1.6% | +4.7% | -6.3% | -3.0% |
| 30D | +6.6% | +14.8% | -8.2% | +2.3% |
| 3M | -2.1% | +8.8% | -10.9% | -4.6% |
| 6M | +2.2% | +19.3% | -17.1% | -3.7% |
| YTD | +33.9% | +35.3% | -1.4% | +20.8% |
| 1Y | +50.2% | +33.8% | +16.5% | +35.9% |
| 3Y | +65.5% | +74.4% | -8.9% | +28.8% |
| All | +70.0% | +118.7% | -48.7% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling