+90.8%
FOXA vs MSI
+264.3%
-173.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.1% |
| 7D | -4.0% | -3.7% | -0.3% | -2.7% |
| 30D | +12.0% | +6.8% | +5.2% | +9.1% |
| 3M | +0.3% | +14.3% | -14.0% | -4.7% |
| 6M | +12.5% | -1.6% | +14.0% | +12.3% |
| YTD | -9.6% | +22.8% | -32.4% | -17.5% |
| 1Y | +8.6% | -1.1% | +9.7% | +7.7% |
| 3Y | +118.5% | +70.5% | +48.1% | +71.3% |
| 5Y | +88.8% | +102.8% | -14.0% | +34.1% |
| All | +90.8% | +264.3% | -173.5% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling