+132.4%
MSI vs FGI
-70.6%
+203.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.1% |
| 6M | +19.3% | -3.2% | +22.5% | +18.9% |
| YTD | +35.3% | +29.1% | +6.2% | +34.1% |
| 1Y | +33.8% | +51.0% | -17.2% | +32.2% |
| 3Y | +74.4% | +1.5% | +72.9% | +72.3% |
| All | +132.4% | -70.6% | +203.0% | +136.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling