+139.6%
MSI vs FGI
-66.3%
+205.9%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -0.9% |
| 7D | +2.6% | +13.5% | -10.9% | +2.5% |
| 30D | +18.1% | +17.1% | +1.0% | +18.0% |
| 3M | +13.2% | +78.0% | -64.8% | +12.4% |
| 6M | +36.3% | +46.4% | -10.2% | +35.4% |
| YTD | +39.5% | +47.7% | -8.2% | +38.1% |
| 1Y | +36.9% | +56.8% | -19.9% | +35.2% |
| 3Y | +76.1% | +12.3% | +63.8% | +74.2% |
| All | +139.6% | -66.3% | +205.9% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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