+666.9%
MSI vs FE
+107.4%
+559.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | +14.8% | +5.2% | +9.6% | +12.8% |
| 3M | +8.8% | 0.0% | +8.8% | +8.7% |
| 6M | +19.3% | +5.0% | +14.3% | +17.0% |
| YTD | +35.3% | +7.9% | +27.4% | +31.4% |
| 1Y | +33.8% | +6.3% | +27.4% | +30.5% |
| 3Y | +74.4% | +46.0% | +28.4% | +50.3% |
| 5Y | +120.5% | +45.6% | +74.9% | +89.1% |
| All | +666.9% | +107.4% | +559.6% | +533.6% |
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