+814.5%
MSI vs FDS
+9,502.8%
-8,688.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.4% |
| 7D | -3.7% | -1.9% | -1.8% | -3.1% |
| 30D | +6.8% | +9.0% | -2.2% | +3.1% |
| 3M | +14.3% | +18.9% | -4.6% | +5.9% |
| 6M | -1.6% | +35.1% | -36.7% | -14.3% |
| YTD | +22.8% | +5.5% | +17.3% | +16.1% |
| 1Y | -1.1% | -16.8% | +15.7% | +1.4% |
| 3Y | +70.5% | -28.1% | +98.5% | +82.3% |
| 5Y | +102.8% | -17.4% | +120.2% | +103.9% |
| 10Y | +597.4% | +85.4% | +512.0% | +401.2% |
| All | +814.5% | +9,502.8% | -8,688.3% | +101.8% |
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 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