+3,553.2%
FIX vs MSI
+664.3%
+2,888.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | +9.4% | +3.2% | +6.2% | +7.7% |
| 30D | -27.8% | +17.6% | -45.4% | -34.2% |
| 3M | -35.6% | +14.5% | -50.1% | -40.7% |
| 6M | -45.2% | +34.3% | -79.5% | -54.6% |
| YTD | +19.5% | +39.7% | -20.2% | -4.3% |
| 1Y | +24.2% | +40.2% | -15.9% | -1.0% |
| 3Y | +494.2% | +77.1% | +417.0% | +310.7% |
| 5Y | +1,036.1% | +124.0% | +912.1% | +569.5% |
| All | +3,553.2% | +664.3% | +2,888.9% | +1,027.7% |
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