+2,781.3%
MSCI vs FFIV
+913.1%
+1,868.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.7% | -0.8% |
| 7D | +6.0% | -14.2% | +20.3% | +11.6% |
| 30D | +18.2% | -33.6% | +51.8% | +34.4% |
| 3M | +15.1% | -24.2% | +39.3% | +24.3% |
| 6M | +13.7% | -8.3% | +22.0% | +13.9% |
| YTD | +15.6% | +22.1% | -6.5% | +3.5% |
| 1Y | +16.3% | +26.5% | -10.1% | +2.7% |
| 3Y | +36.9% | +102.3% | -65.4% | -1.4% |
| 5Y | +6.3% | +40.6% | -34.3% | -12.8% |
| 10Y | +823.0% | +129.7% | +693.3% | +518.4% |
| All | +2,781.3% | +913.1% | +1,868.2% | +704.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling