+76.6%
MSI vs FGI
0.0%
+76.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.6% |
| 7D | +8.3% | -1.4% | +9.7% | +8.3% |
| 30D | +18.9% | -3.2% | +22.1% | +18.9% |
| 3M | +13.2% | +64.1% | -50.9% | +13.3% |
| 6M | +38.3% | +17.2% | +21.1% | +38.4% |
| YTD | +38.9% | +31.6% | +7.3% | +39.2% |
| 1Y | +36.7% | +45.1% | -8.4% | +37.2% |
| 3Y | +76.6% | -2.0% | +78.5% | +83.0% |
| All | +76.6% | 0.0% | +76.6% | +83.0% |
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