+779.7%
MSCI vs FFIV
+132.4%
+647.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.1% |
| 7D | +1.5% | -2.1% | +3.5% | +2.3% |
| 30D | +14.4% | -33.8% | +48.2% | +33.5% |
| 3M | +15.2% | -20.6% | +35.8% | +23.3% |
| 6M | +11.2% | -10.2% | +21.5% | +11.6% |
| YTD | +13.9% | +24.5% | -10.5% | -3.0% |
| 1Y | +12.5% | +29.3% | -16.8% | -6.1% |
| 3Y | +32.3% | +103.8% | -71.5% | -17.3% |
| 5Y | +4.9% | +40.9% | -36.0% | -22.2% |
| 10Y | +779.7% | +126.6% | +653.1% | +375.4% |
| All | +779.7% | +132.4% | +647.3% | +375.4% |
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