+4,087.3%
FDX vs MSI
+4,035.2%
+52.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | -2.5% | -3.7% | +1.2% | -1.6% |
| 30D | +3.8% | +6.8% | -3.0% | +1.9% |
| 3M | -1.3% | +14.3% | -15.6% | -4.8% |
| 6M | +5.0% | -1.6% | +6.6% | +4.8% |
| YTD | +39.6% | +22.8% | +16.9% | +31.6% |
| 1Y | +81.1% | -1.1% | +82.2% | +79.9% |
| 3Y | +63.0% | +70.5% | -7.4% | +39.4% |
| 5Y | +65.6% | +102.8% | -37.2% | +34.6% |
| 10Y | +183.4% | +597.4% | -414.1% | +69.1% |
| All | +4,087.3% | +4,035.2% | +52.1% | +895.3% |
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