+74.4%
MSI vs FE
+42.7%
+31.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +4.7% | -1.0% | +5.7% | +4.9% |
| 30D | +14.8% | +4.1% | +10.6% | +13.8% |
| 3M | +8.8% | -1.0% | +9.8% | +9.0% |
| 6M | +19.3% | +4.0% | +15.3% | +18.1% |
| YTD | +35.3% | +6.8% | +28.5% | +33.5% |
| 1Y | +33.8% | +5.3% | +28.5% | +32.2% |
| 3Y | +74.4% | +44.6% | +29.9% | +64.0% |
| All | +74.4% | +42.7% | +31.8% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling