+92.4%
FOXA vs MSI
+262.9%
-170.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | +5.0% | -0.8% | +5.8% | +5.2% |
| 3M | -3.0% | +13.9% | -17.0% | -7.7% |
| 6M | +14.8% | +1.3% | +13.4% | +13.4% |
| YTD | -8.9% | +22.3% | -31.2% | -16.7% |
| 1Y | +13.3% | -3.9% | +17.2% | +13.7% |
| 3Y | +115.4% | +69.9% | +45.5% | +69.1% |
| 5Y | +95.3% | +103.8% | -8.5% | +38.3% |
| All | +92.4% | +262.9% | -170.5% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling