+77.1%
MSI vs FFIV
+95.4%
-18.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.8% | +0.5% |
| 7D | +3.2% | -0.5% | +3.8% | +3.3% |
| 30D | +17.6% | -32.4% | +50.0% | +22.8% |
| 3M | +14.5% | -25.7% | +40.2% | +17.7% |
| 6M | +34.3% | -13.5% | +47.8% | +34.5% |
| YTD | +39.7% | +21.1% | +18.6% | +30.9% |
| 1Y | +40.2% | +29.4% | +10.7% | +29.2% |
| 3Y | +77.1% | +94.9% | -17.7% | +54.0% |
| All | +77.1% | +95.4% | -18.2% | +54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling