+7,433.0%
FIX vs MSI
+715.1%
+6,717.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +4.0% | -15.6% | -12.8% |
| 7D | -27.2% | +5.1% | -32.3% | -28.5% |
| 30D | -46.9% | +13.3% | -60.2% | -49.1% |
| 3M | -44.4% | +18.3% | -62.7% | -47.6% |
| 6M | -50.9% | +18.7% | -69.6% | -54.1% |
| YTD | +3.5% | +36.0% | -32.5% | -7.1% |
| 1Y | -2.1% | +32.6% | -34.7% | -11.6% |
| 3Y | +418.7% | +78.3% | +340.4% | +329.6% |
| 5Y | +894.6% | +121.6% | +773.0% | +671.0% |
| 10Y | +3,465.5% | +689.0% | +2,776.5% | +1,857.3% |
| All | +7,433.0% | +715.1% | +6,717.9% | +2,990.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling