+10.0%
MSCI vs FGI
-4.4%
+14.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.3% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +0.6% | +65.4% | -64.8% | +0.4% |
| 3M | -7.1% | +23.5% | -30.6% | -7.3% |
| 6M | +0.8% | +60.5% | -59.7% | +0.9% |
| YTD | +1.0% | +30.0% | -29.0% | +1.0% |
| 1Y | +4.3% | +82.1% | -77.7% | +5.1% |
| All | +10.0% | -4.4% | +14.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling