+596.9%
MSI vs FDS
+72.8%
+524.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.6% |
| 7D | -4.0% | -8.8% | +4.8% | -0.8% |
| 30D | -0.5% | -1.4% | +0.9% | -0.2% |
| 3M | +11.4% | +13.9% | -2.5% | +4.9% |
| 6M | +1.0% | +27.4% | -26.4% | -10.2% |
| YTD | +20.7% | -2.5% | +23.1% | +18.5% |
| 1Y | -2.7% | -23.8% | +21.1% | +5.5% |
| 3Y | +68.2% | -32.5% | +100.7% | +88.9% |
| 5Y | +100.0% | -23.2% | +123.1% | +108.2% |
| 10Y | +596.9% | +76.4% | +520.5% | +392.7% |
| All | +596.9% | +72.8% | +524.0% | +392.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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