+674.5%
MSI vs FN
+837.6%
-163.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.9% | -9.2% | +1.1% |
| 7D | +8.3% | +16.3% | -7.9% | +5.7% |
| 30D | +18.9% | -24.7% | +43.6% | +22.4% |
| 3M | +13.2% | -34.9% | +48.1% | +17.9% |
| 6M | +38.3% | -41.1% | +79.4% | +44.1% |
| YTD | +38.9% | -19.6% | +58.5% | +35.1% |
| 1Y | +36.7% | -18.5% | +55.2% | +31.9% |
| 3Y | +76.6% | +119.1% | -42.6% | +31.8% |
| 5Y | +124.5% | +206.9% | -82.5% | +49.2% |
| 10Y | +674.5% | +826.4% | -151.9% | +301.2% |
| All | +674.5% | +837.6% | -163.1% | +301.2% |
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