+47.5%
FITB vs MSCI
+6.7%
+40.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | +2.8% | +3.0% | -0.2% | +1.7% |
| 30D | +9.8% | +17.8% | -8.0% | +3.4% |
| 3M | -5.2% | +15.2% | -20.3% | -10.1% |
| 6M | +17.3% | +16.5% | +0.8% | +9.8% |
| YTD | +19.3% | +16.4% | +2.9% | +10.7% |
| 1Y | +32.7% | +16.8% | +15.9% | +22.9% |
| 3Y | +141.6% | +35.8% | +105.8% | +104.5% |
| All | +47.5% | +6.7% | +40.8% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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