+115.8%
MS vs FGI
-70.3%
+186.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | -3.4% | -11.6% | +8.2% | -3.2% |
| 30D | -3.9% | -3.3% | -0.6% | -3.9% |
| 3M | -15.9% | +65.6% | -81.5% | -17.2% |
| 6M | -2.5% | -2.8% | +0.3% | -3.4% |
| YTD | +5.1% | +30.1% | -25.0% | +2.7% |
| 1Y | +13.0% | +50.2% | -37.2% | +9.9% |
| 3Y | +160.7% | -0.4% | +161.1% | +153.9% |
| All | +115.8% | -70.3% | +186.2% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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