+86.9%
FOXA vs MSI
+97.7%
-10.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -5.4% | -4.0% | -1.4% | -4.5% |
| 30D | +1.1% | -0.5% | +1.6% | +1.1% |
| 3M | -6.1% | +11.4% | -17.5% | -8.8% |
| 6M | +8.2% | +1.0% | +7.3% | +7.2% |
| YTD | -11.8% | +20.7% | -32.4% | -17.1% |
| 1Y | +9.9% | -2.7% | +12.6% | +9.9% |
| 3Y | +110.7% | +68.2% | +42.5% | +77.7% |
| 5Y | +86.9% | +100.0% | -13.0% | +45.7% |
| All | +86.9% | +97.7% | -10.8% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling