+232.7%
FITB vs MSCI
+3,095.4%
-2,862.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | +0.5% |
| 7D | -1.5% | +2.8% | -4.4% | -3.1% |
| 30D | +5.8% | +15.4% | -9.6% | -2.4% |
| 3M | -6.1% | +13.4% | -19.5% | -12.8% |
| 6M | +5.9% | +10.9% | -5.0% | -1.7% |
| YTD | +16.1% | +13.0% | +3.1% | +5.1% |
| 1Y | +28.8% | +12.0% | +16.8% | +17.1% |
| 3Y | +126.0% | +34.1% | +91.9% | +77.9% |
| 5Y | +45.3% | +3.9% | +41.4% | +26.8% |
| 10Y | +255.4% | +802.0% | -546.6% | -25.3% |
| All | +232.7% | +3,095.4% | -2,862.6% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling