+77.1%
MSI vs FDS
-23.3%
+100.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +3.2% | +1.5% | +1.8% | +3.0% |
| 30D | +17.6% | +14.8% | +2.8% | +15.0% |
| 3M | +14.5% | +16.3% | -1.8% | +11.5% |
| 6M | +34.3% | +66.2% | -32.0% | +23.1% |
| YTD | +39.7% | +16.2% | +23.5% | +36.0% |
| 1Y | +40.2% | +21.8% | +18.3% | +34.6% |
| 3Y | +77.1% | -23.9% | +101.0% | +91.0% |
| All | +77.1% | -23.3% | +100.4% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling