+907.9%
MSI vs FDS
+10,327.4%
-9,419.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | +0.9% |
| 7D | +4.7% | -0.5% | +5.2% | +4.7% |
| 30D | +14.8% | +20.2% | -5.4% | +6.9% |
| 3M | +8.8% | +19.9% | -11.1% | +0.8% |
| 6M | +19.3% | +56.2% | -36.9% | -1.6% |
| YTD | +35.3% | +14.6% | +20.8% | +23.2% |
| 1Y | +33.8% | +31.6% | +2.2% | +15.0% |
| 3Y | +74.4% | -23.8% | +98.3% | +81.6% |
| 5Y | +120.5% | -22.6% | +143.1% | +126.1% |
| 10Y | +685.2% | +139.3% | +545.9% | +410.7% |
| All | +907.9% | +10,327.4% | -9,419.6% | +114.2% |
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 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