+785.4%
MSCI vs FDS
+135.4%
+650.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | +0.1% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | +15.4% | +20.2% | -4.8% | +2.2% |
| 3M | +13.4% | +19.9% | -6.5% | -0.5% |
| 6M | +10.9% | +56.2% | -45.3% | -20.7% |
| YTD | +13.0% | +14.6% | -1.6% | -1.6% |
| 1Y | +12.0% | +31.6% | -19.6% | -12.9% |
| 3Y | +34.1% | -23.8% | +57.9% | +53.8% |
| 5Y | +3.9% | -22.6% | +26.5% | +17.7% |
| All | +785.4% | +135.4% | +650.0% | +365.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling