+16.3%
FIX vs MSI
+36.2%
-19.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -3.0% |
| 7D | +17.0% | +2.6% | +14.4% | +17.5% |
| 30D | -30.6% | +18.1% | -48.7% | -28.5% |
| 3M | -35.0% | +13.2% | -48.2% | -33.2% |
| 6M | -44.0% | +36.3% | -80.2% | -42.7% |
| YTD | +21.1% | +39.5% | -18.4% | +32.9% |
| 1Y | +16.3% | +36.9% | -20.6% | +39.3% |
| All | +16.3% | +36.2% | -19.9% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling