+2,896.1%
FITB vs MSI
+4,035.2%
-1,139.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | +0.6% | -3.7% | +4.3% | +1.9% |
| 30D | -4.7% | +6.8% | -11.6% | -7.2% |
| 3M | +6.7% | +14.3% | -7.6% | +1.4% |
| 6M | +12.6% | -1.6% | +14.1% | +12.2% |
| YTD | +19.1% | +22.8% | -3.7% | +9.5% |
| 1Y | +22.6% | -1.1% | +23.7% | +21.4% |
| 3Y | +127.1% | +70.5% | +56.7% | +83.5% |
| 5Y | +71.8% | +102.8% | -31.0% | +29.9% |
| 10Y | +287.2% | +597.4% | -310.2% | +94.9% |
| All | +2,896.1% | +4,035.2% | -1,139.1% | +697.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling