+674.5%
MSI vs FFIV
+132.4%
+542.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | +8.3% | -2.1% | +10.4% | +8.9% |
| 30D | +18.9% | -33.8% | +52.6% | +33.9% |
| 3M | +13.2% | -20.6% | +33.8% | +19.3% |
| 6M | +38.3% | -10.2% | +48.5% | +39.0% |
| YTD | +38.9% | +24.5% | +14.4% | +22.2% |
| 1Y | +36.7% | +29.3% | +7.4% | +18.3% |
| 3Y | +76.6% | +103.8% | -27.2% | +22.5% |
| 5Y | +124.5% | +40.9% | +83.6% | +78.3% |
| 10Y | +674.5% | +126.6% | +547.9% | +374.9% |
| All | +674.5% | +132.4% | +542.1% | +374.9% |
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