+2,417.1%
MSCI vs FDS
+487.5%
+1,929.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +2.1% |
| 7D | +0.4% | -1.9% | +2.3% | +1.6% |
| 30D | +0.6% | +9.0% | -8.5% | -5.5% |
| 3M | -7.1% | +18.9% | -25.9% | -18.8% |
| 6M | +0.8% | +35.1% | -34.3% | -21.0% |
| YTD | +1.0% | +5.5% | -4.5% | -7.3% |
| 1Y | +4.3% | -16.8% | +21.1% | +11.3% |
| 3Y | +9.9% | -28.1% | +38.0% | +28.4% |
| 5Y | -6.8% | -17.4% | +10.7% | -1.1% |
| 10Y | +614.7% | +85.4% | +529.2% | +321.8% |
| All | +2,417.1% | +487.5% | +1,929.6% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling