+93.1%
FOXA vs MSCI
-10.9%
+103.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.7% |
| 7D | -0.6% | -2.1% | +1.5% | -0.1% |
| 30D | +2.3% | -1.7% | +4.1% | +2.7% |
| 3M | -2.8% | -8.2% | +5.4% | -1.1% |
| 6M | +9.6% | -2.4% | +12.0% | +9.6% |
| YTD | -9.9% | -2.8% | -7.1% | -10.0% |
| 1Y | +5.4% | -2.7% | +8.0% | +5.0% |
| 3Y | +115.3% | +7.3% | +108.0% | +106.9% |
| 5Y | +93.1% | -11.4% | +104.5% | +78.2% |
| All | +93.1% | -10.9% | +103.9% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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