+12.0%
MSCI vs FFIV
+26.7%
-14.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +2.8% | -8.1% | +11.0% | +3.8% |
| 30D | +15.4% | -33.4% | +48.8% | +20.6% |
| 3M | +13.4% | -24.7% | +38.2% | +15.7% |
| 6M | +10.9% | -8.8% | +19.8% | +6.7% |
| YTD | +13.0% | +21.8% | -8.8% | -0.8% |
| 1Y | +12.0% | +25.3% | -13.3% | -2.0% |
| All | +12.0% | +26.7% | -14.7% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling