+595.0%
MSI vs FFIV
+224.0%
+371.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -5.8% | -1.5% | -4.2% | -5.3% |
| 30D | -1.0% | -2.7% | +1.7% | -0.3% |
| 3M | +14.2% | -1.7% | +15.8% | +14.1% |
| 6M | +1.0% | +36.1% | -35.1% | -10.3% |
| YTD | +21.5% | +52.6% | -31.2% | +2.5% |
| 1Y | -2.1% | +21.5% | -23.6% | -10.7% |
| 3Y | +69.3% | +142.7% | -73.4% | +14.7% |
| 5Y | +99.3% | +92.6% | +6.7% | +45.6% |
| 10Y | +595.0% | +225.5% | +369.5% | +315.2% |
| All | +595.0% | +224.0% | +371.0% | +315.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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