+33.8%
MSI vs FGI
+46.9%
-13.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | +4.7% | -7.0% | +11.6% | +4.7% |
| 30D | +14.8% | -4.2% | +19.0% | +14.8% |
| 3M | +8.8% | +55.6% | -46.8% | +8.6% |
| 6M | +19.3% | -3.2% | +22.5% | +19.3% |
| YTD | +35.3% | +29.1% | +6.2% | +34.9% |
| 1Y | +33.8% | +51.0% | -17.2% | +33.3% |
| All | +33.8% | +46.9% | -13.1% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling