+76.9%
MSI vs FE
+49.1%
+27.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | +18.1% | +3.9% | +14.2% | +17.2% |
| 3M | +13.2% | -0.1% | +13.3% | +13.2% |
| 6M | +36.3% | +6.1% | +30.2% | +34.3% |
| YTD | +39.5% | +8.1% | +31.5% | +37.3% |
| 1Y | +36.9% | +4.4% | +32.5% | +35.5% |
| All | +76.9% | +49.1% | +27.8% | +65.2% |
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