+75.3%
MSI vs FGI
+2.3%
+73.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +5.1% | -11.6% | +16.7% | +5.1% |
| 30D | +13.3% | -3.3% | +16.6% | +13.3% |
| 3M | +18.3% | +65.6% | -47.3% | +18.4% |
| 6M | +18.7% | -2.8% | +21.5% | +18.8% |
| YTD | +36.0% | +30.1% | +5.9% | +36.3% |
| 1Y | +32.6% | +50.2% | -17.6% | +33.1% |
| All | +75.3% | +2.3% | +73.0% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling