+102.8%
MSI vs FFIV
+91.3%
+11.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | -1.0% | -2.7% | -3.5% |
| 30D | +6.8% | -5.1% | +11.9% | +8.2% |
| 3M | +14.3% | -4.5% | +18.8% | +15.2% |
| 6M | -1.6% | +36.5% | -38.0% | -11.3% |
| YTD | +22.8% | +53.0% | -30.2% | +5.7% |
| 1Y | -1.1% | +24.2% | -25.3% | -9.0% |
| 3Y | +70.5% | +137.2% | -66.7% | +18.2% |
| All | +102.8% | +91.3% | +11.5% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling