+1,046.7%
FIX vs MSI
+123.5%
+923.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +8.2% |
| 7D | -7.2% | +8.3% | -15.6% | -10.8% |
| 30D | -35.1% | +18.9% | -54.0% | -40.4% |
| 3M | -34.3% | +13.2% | -47.5% | -38.5% |
| 6M | -42.9% | +38.3% | -81.2% | -52.6% |
| YTD | +19.5% | +38.9% | -19.4% | -2.5% |
| 1Y | +16.8% | +36.7% | -19.9% | -3.8% |
| 3Y | +506.7% | +76.6% | +430.2% | +327.0% |
| 5Y | +1,046.7% | +124.5% | +922.2% | +576.7% |
| All | +1,046.7% | +123.5% | +923.2% | +576.7% |
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 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