+72.1%
MSI vs FGI
-4.4%
+76.4%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -0.9% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +6.8% | +65.4% | -58.6% | +6.9% |
| 3M | +14.3% | +23.5% | -9.2% | +14.4% |
| 6M | -1.6% | +60.5% | -62.1% | -1.3% |
| YTD | +22.8% | +30.0% | -7.2% | +23.0% |
| 1Y | -1.1% | +82.1% | -83.2% | -0.2% |
| All | +72.1% | -4.4% | +76.4% | +77.5% |
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