+285.6%
FITB vs MSI
+593.5%
-307.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | -0.4% | -4.0% | +3.6% | +1.8% |
| 30D | -5.1% | -0.5% | -4.7% | -5.2% |
| 3M | +3.5% | +11.4% | -7.9% | -3.2% |
| 6M | +17.2% | +1.0% | +16.2% | +14.9% |
| YTD | +17.6% | +20.7% | -3.0% | +3.4% |
| 1Y | +23.4% | -2.7% | +26.0% | +22.4% |
| 3Y | +129.7% | +68.2% | +61.5% | +57.6% |
| 5Y | +68.4% | +100.0% | -31.5% | +0.7% |
| 10Y | +285.6% | +596.9% | -311.2% | +38.6% |
| All | +285.6% | +593.5% | -307.9% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling