+894.6%
FIX vs MSI
+117.4%
+777.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +4.0% | -15.6% | -13.4% |
| 7D | -27.2% | +5.1% | -32.3% | -29.1% |
| 30D | -46.9% | +13.3% | -60.2% | -50.2% |
| 3M | -44.4% | +18.3% | -62.7% | -49.4% |
| 6M | -50.9% | +18.7% | -69.6% | -55.9% |
| YTD | +3.5% | +36.0% | -32.5% | -14.7% |
| 1Y | -2.1% | +32.6% | -34.7% | -18.1% |
| 3Y | +418.7% | +78.3% | +340.4% | +261.3% |
| 5Y | +894.6% | +121.6% | +773.0% | +488.9% |
| All | +894.6% | +117.4% | +777.2% | +488.9% |
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 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