+3,800.0%
FIX vs MSI
+689.5%
+3,110.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.0% |
| 7D | -7.2% | +8.3% | -15.6% | -11.4% |
| 30D | -35.1% | +18.9% | -54.0% | -41.3% |
| 3M | -34.3% | +13.2% | -47.5% | -39.2% |
| 6M | -42.9% | +38.3% | -81.2% | -53.5% |
| YTD | +19.5% | +38.9% | -19.4% | -4.1% |
| 1Y | +16.8% | +36.7% | -19.9% | -5.5% |
| 3Y | +506.7% | +76.6% | +430.2% | +319.7% |
| 5Y | +1,046.7% | +124.5% | +922.2% | +574.1% |
| 10Y | +3,800.0% | +674.5% | +3,125.5% | +1,084.9% |
| All | +3,800.0% | +689.5% | +3,110.5% | +1,084.9% |
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