+115.3%
FOXA vs MSI
+69.3%
+46.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -0.6% | -5.8% | +5.1% | +0.6% |
| 30D | +2.3% | -1.0% | +3.3% | +2.4% |
| 3M | -2.8% | +14.2% | -17.0% | -5.7% |
| 6M | +9.6% | +1.0% | +8.5% | +8.3% |
| YTD | -9.9% | +21.5% | -31.4% | -15.2% |
| 1Y | +5.4% | -2.1% | +7.5% | +5.6% |
| 3Y | +115.3% | +69.3% | +45.9% | +80.8% |
| All | +115.3% | +69.3% | +46.0% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling