+663.4%
MSI vs FN
+700.1%
-36.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.3% | +7.5% | +1.1% |
| 7D | +3.2% | +0.3% | +3.0% | +3.1% |
| 30D | +17.6% | -16.5% | +34.1% | +19.3% |
| 3M | +14.5% | -42.1% | +56.6% | +21.0% |
| 6M | +34.3% | -52.9% | +87.1% | +44.4% |
| YTD | +39.7% | -28.0% | +67.7% | +37.8% |
| 1Y | +40.2% | -18.5% | +58.7% | +34.6% |
| 3Y | +77.1% | +93.9% | -16.7% | +34.4% |
| 5Y | +124.0% | +170.5% | -46.4% | +51.5% |
| All | +663.4% | +700.1% | -36.8% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling