+671.3%
MSI vs FE
+120.9%
+550.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +7.7% | -0.4% | +8.1% | +7.8% |
| 30D | +19.9% | +3.6% | +16.3% | +18.5% |
| 3M | +14.9% | +0.3% | +14.6% | +14.7% |
| 6M | +37.2% | +6.4% | +30.8% | +33.9% |
| YTD | +40.8% | +8.1% | +32.7% | +36.6% |
| 1Y | +38.1% | +4.6% | +33.5% | +35.5% |
| 3Y | +77.7% | +49.1% | +28.6% | +51.8% |
| 5Y | +129.0% | +46.1% | +82.9% | +95.9% |
| 10Y | +671.3% | +122.7% | +548.6% | +524.8% |
| All | +671.3% | +120.9% | +550.4% | +524.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling