+671.4%
MSI vs FDS
+127.5%
+543.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +7.4% | -2.0% | +9.4% | +8.1% |
| 30D | +18.7% | +13.5% | +5.2% | +13.2% |
| 3M | +14.5% | +15.2% | -0.7% | +7.8% |
| 6M | +38.1% | +47.0% | -8.9% | +16.8% |
| YTD | +38.7% | +13.9% | +24.8% | +28.0% |
| 1Y | +35.4% | +25.2% | +10.2% | +19.3% |
| 3Y | +75.1% | -25.3% | +100.4% | +90.3% |
| 5Y | +126.4% | -23.3% | +149.7% | +139.1% |
| 10Y | +671.4% | +126.0% | +545.4% | +398.2% |
| All | +671.4% | +127.5% | +543.9% | +398.2% |
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