+914.8%
MSI vs FE
+556.6%
+358.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +4.7% | -1.0% | +5.7% | +5.0% |
| 30D | +14.8% | +4.1% | +10.6% | +13.1% |
| 3M | +8.8% | -1.0% | +9.8% | +9.1% |
| 6M | +19.3% | +4.0% | +15.3% | +17.4% |
| YTD | +35.3% | +6.8% | +28.5% | +31.8% |
| 1Y | +33.8% | +5.3% | +28.5% | +30.9% |
| 3Y | +74.4% | +44.6% | +29.9% | +51.1% |
| 5Y | +120.5% | +44.2% | +76.3% | +89.9% |
| 10Y | +685.2% | +107.3% | +577.9% | +473.5% |
| All | +914.8% | +556.6% | +358.2% | +320.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling