+602.9%
MSI vs FFIV
+5,965.2%
-5,362.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.7% | -8.1% | +12.8% | +6.5% |
| 30D | +14.8% | -33.4% | +48.2% | +24.2% |
| 3M | +8.8% | -24.7% | +33.6% | +14.4% |
| 6M | +19.3% | -8.8% | +28.2% | +19.9% |
| YTD | +35.3% | +21.8% | +13.6% | +26.8% |
| 1Y | +33.8% | +25.3% | +8.5% | +24.4% |
| 3Y | +74.4% | +101.2% | -26.7% | +44.2% |
| 5Y | +120.5% | +40.2% | +80.3% | +95.9% |
| 10Y | +685.2% | +129.0% | +556.2% | +516.8% |
| All | +602.9% | +5,965.2% | -5,362.2% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling