+934.2%
MSI vs FDS
+10,290.2%
-9,356.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +8.3% | -5.0% | +13.3% | +10.3% |
| 30D | +18.9% | +13.8% | +5.1% | +13.0% |
| 3M | +13.2% | +14.8% | -1.6% | +6.6% |
| 6M | +38.3% | +47.4% | -9.1% | +16.7% |
| YTD | +38.9% | +14.2% | +24.7% | +26.6% |
| 1Y | +36.7% | +26.6% | +10.0% | +19.3% |
| 3Y | +76.6% | -24.4% | +101.0% | +84.3% |
| 5Y | +124.5% | -22.6% | +147.1% | +130.2% |
| 10Y | +674.5% | +130.0% | +544.5% | +411.2% |
| All | +934.2% | +10,290.2% | -9,356.0% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling