+141.8%
MSI vs FGI
-68.3%
+210.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.5% |
| 7D | +7.7% | +6.9% | +0.8% | +7.6% |
| 30D | +19.9% | +3.9% | +16.0% | +19.9% |
| 3M | +14.9% | +74.3% | -59.3% | +14.1% |
| 6M | +37.2% | +28.9% | +8.3% | +36.5% |
| YTD | +40.8% | +39.1% | +1.7% | +39.4% |
| 1Y | +38.1% | +49.3% | -11.2% | +36.5% |
| 3Y | +77.7% | +5.7% | +72.0% | +75.9% |
| All | +141.8% | -68.3% | +210.1% | +145.9% |
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