+71.6%
FITB vs MSCI
-6.7%
+78.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -4.7% | +0.6% | -5.3% | -5.0% |
| 3M | +6.7% | -7.1% | +13.8% | +8.8% |
| 6M | +12.6% | +0.8% | +11.7% | +11.0% |
| YTD | +19.1% | +1.0% | +18.1% | +16.6% |
| 1Y | +22.6% | +4.3% | +18.3% | +18.0% |
| 3Y | +127.1% | +9.9% | +117.2% | +109.7% |
| All | +71.6% | -6.7% | +78.3% | +52.4% |
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