+15.0%
FOXA vs MSI
-1.8%
+16.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | -3.7% | -1.8% | -2.0% | -3.5% |
| 30D | +5.4% | -0.6% | +6.0% | +5.3% |
| 3M | -3.7% | +13.0% | -16.8% | -5.3% |
| 6M | +12.6% | +0.5% | +12.1% | +8.8% |
| YTD | -10.0% | +21.7% | -31.7% | -14.3% |
| 1Y | +15.0% | -2.6% | +17.6% | +20.1% |
| All | +15.0% | -1.8% | +16.8% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling