+3,604.4%
FIX vs MSI
+663.2%
+2,941.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.3% |
| 7D | +17.0% | +2.6% | +14.4% | +15.6% |
| 30D | -30.6% | +18.1% | -48.7% | -36.9% |
| 3M | -35.0% | +13.2% | -48.2% | -39.9% |
| 6M | -44.0% | +36.3% | -80.2% | -53.9% |
| YTD | +21.1% | +39.5% | -18.4% | -2.9% |
| 1Y | +16.3% | +36.9% | -20.6% | -5.9% |
| 3Y | +507.4% | +76.1% | +431.3% | +321.3% |
| 5Y | +1,052.1% | +123.7% | +928.3% | +579.4% |
| All | +3,604.4% | +663.2% | +2,941.2% | +1,044.4% |
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