+12,471.5%
FIX vs MSI
+636.1%
+11,835.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | +6.0% | -3.7% | +9.7% | +7.2% |
| 30D | -7.2% | +6.8% | -14.1% | -9.4% |
| 3M | -15.9% | +14.3% | -30.2% | -19.7% |
| 6M | +12.7% | -1.6% | +14.3% | +12.2% |
| YTD | +72.8% | +22.8% | +50.0% | +60.5% |
| 1Y | +122.9% | -1.1% | +124.0% | +120.4% |
| 3Y | +774.3% | +70.5% | +703.9% | +636.6% |
| 5Y | +2,049.5% | +102.8% | +1,946.7% | +1,618.1% |
| 10Y | +5,821.5% | +597.4% | +5,224.0% | +3,282.3% |
| All | +12,471.5% | +636.1% | +11,835.4% | +5,241.5% |
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