+241.4%
FITB vs MSCI
+2,756.4%
-2,515.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -4.7% | +0.6% | -5.3% | -5.2% |
| 3M | +6.7% | -7.1% | +13.8% | +9.7% |
| 6M | +12.6% | +0.8% | +11.7% | +10.0% |
| YTD | +19.1% | +1.0% | +18.1% | +15.1% |
| 1Y | +22.6% | +4.3% | +18.3% | +15.5% |
| 3Y | +127.1% | +9.9% | +117.2% | +100.4% |
| 5Y | +71.8% | -6.8% | +78.6% | +58.5% |
| 10Y | +287.2% | +614.7% | -327.5% | -6.5% |
| All | +241.4% | +2,756.4% | -2,515.0% | -68.4% |
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 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