+0.8%
MSCI vs FDS
+37.6%
-36.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.0% |
| 7D | +0.4% | -1.9% | +2.3% | +1.1% |
| 30D | +0.6% | +9.0% | -8.5% | -2.7% |
| 3M | -7.1% | +18.9% | -25.9% | -13.4% |
| 6M | +0.8% | +35.1% | -34.3% | -10.2% |
| All | +0.8% | +37.6% | -36.8% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling