+99.3%
MSI vs FDS
-20.4%
+119.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | 0.0% |
| 7D | -5.8% | -5.4% | -0.4% | -4.4% |
| 30D | -1.0% | +1.6% | -2.6% | -1.6% |
| 3M | +14.2% | +17.7% | -3.6% | +8.5% |
| 6M | +1.0% | +29.1% | -28.0% | -7.3% |
| YTD | +21.5% | +1.0% | +20.5% | +20.2% |
| 1Y | -2.1% | -21.6% | +19.5% | +6.4% |
| 3Y | +69.3% | -30.1% | +99.4% | +89.1% |
| 5Y | +99.3% | -20.7% | +120.1% | +119.8% |
| All | +99.3% | -20.4% | +119.7% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling