+618.6%
MSCI vs FFIV
+216.0%
+402.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.4% | -1.0% | +1.4% | +0.8% |
| 30D | +0.6% | -5.1% | +5.6% | +2.5% |
| 3M | -7.1% | -4.5% | -2.6% | -6.1% |
| 6M | +0.8% | +36.5% | -35.6% | -13.8% |
| YTD | +1.0% | +53.0% | -52.0% | -18.6% |
| 1Y | +4.3% | +24.2% | -19.9% | -8.5% |
| 3Y | +9.9% | +137.2% | -127.3% | -32.4% |
| 5Y | -6.8% | +91.8% | -98.5% | -37.2% |
| All | +618.6% | +216.0% | +402.6% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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