+71.1%
FITB vs MSI
+100.4%
-29.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | +2.8% | -5.8% | +8.6% | +5.0% |
| 30D | -4.5% | -1.0% | -3.5% | -4.3% |
| 3M | +5.7% | +14.2% | -8.5% | 0.0% |
| 6M | +17.1% | +1.0% | +16.1% | +15.8% |
| YTD | +18.3% | +21.5% | -3.1% | +7.8% |
| 1Y | +23.9% | -2.1% | +26.0% | +23.8% |
| 3Y | +131.1% | +69.3% | +61.8% | +70.6% |
| 5Y | +71.1% | +99.3% | -28.2% | +13.3% |
| All | +71.1% | +100.4% | -29.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling