+3,916.3%
FDX vs MSI
+4,457.4%
-541.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.6% |
| 7D | -1.6% | +4.7% | -6.3% | -2.8% |
| 30D | +6.6% | +14.8% | -8.2% | +2.9% |
| 3M | -2.1% | +8.8% | -10.9% | -4.3% |
| 6M | +2.2% | +19.3% | -17.1% | -3.0% |
| YTD | +33.9% | +35.3% | -1.4% | +23.0% |
| 1Y | +50.2% | +33.8% | +16.5% | +38.3% |
| 3Y | +65.5% | +74.4% | -8.9% | +40.8% |
| 5Y | +74.1% | +120.5% | -46.4% | +38.5% |
| 10Y | +156.7% | +685.2% | -528.5% | +48.6% |
| All | +3,916.3% | +4,457.4% | -541.1% | +830.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling