+99.6%
FOXA vs MSI
+314.6%
-215.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +4.0% | +4.1% |
| 7D | +2.7% | +3.2% | -0.6% | +1.5% |
| 30D | +10.0% | +17.6% | -7.6% | +3.7% |
| 3M | +5.0% | +14.5% | -9.5% | -0.2% |
| 6M | +3.4% | +34.3% | -30.9% | -7.2% |
| YTD | -5.5% | +39.7% | -45.2% | -17.6% |
| 1Y | +5.5% | +40.2% | -34.6% | -8.2% |
| 3Y | +139.3% | +77.1% | +62.1% | +86.1% |
| 5Y | +77.2% | +124.0% | -46.9% | +22.0% |
| All | +99.6% | +314.6% | -215.0% | -3.1% |
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