+662.2%
MSI vs FN
+763.2%
-101.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.4% |
| 7D | +2.6% | +20.8% | -18.2% | 0.0% |
| 30D | +18.1% | -17.3% | +35.4% | +20.1% |
| 3M | +13.2% | -38.1% | +51.3% | +18.7% |
| 6M | +36.3% | -44.2% | +80.5% | +43.1% |
| YTD | +39.5% | -22.3% | +61.8% | +36.3% |
| 1Y | +36.9% | -20.9% | +57.8% | +32.6% |
| 3Y | +76.1% | +111.1% | -35.0% | +32.2% |
| 5Y | +123.7% | +191.8% | -68.1% | +49.9% |
| All | +662.2% | +763.2% | -101.0% | +299.6% |
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