+596.3%
MSI vs FE
+114.5%
+481.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -3.7% | +1.9% | -5.6% | -4.3% |
| 30D | +6.8% | -1.2% | +8.0% | +7.2% |
| 3M | +14.3% | +3.5% | +10.8% | +12.7% |
| 6M | -1.6% | -6.1% | +4.5% | +0.3% |
| YTD | +22.8% | +7.6% | +15.2% | +19.4% |
| 1Y | -1.1% | +11.9% | -13.0% | -5.2% |
| 3Y | +70.5% | +48.4% | +22.0% | +46.0% |
| 5Y | +102.8% | +44.8% | +58.0% | +74.3% |
| All | +596.3% | +114.5% | +481.7% | +463.4% |
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