+948.1%
FIX vs MSI
+118.7%
+829.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.7% |
| 7D | -17.5% | +4.7% | -22.1% | -19.4% |
| 30D | -41.6% | +14.8% | -56.3% | -45.5% |
| 3M | -40.6% | +8.8% | -49.4% | -43.4% |
| 6M | -49.4% | +19.3% | -68.7% | -54.7% |
| YTD | +9.2% | +35.3% | -26.2% | -9.9% |
| 1Y | +6.5% | +33.8% | -27.3% | -11.6% |
| 3Y | +448.7% | +74.4% | +374.3% | +287.1% |
| All | +948.1% | +118.7% | +829.4% | +524.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling