+671.4%
MSI vs FN
+772.0%
-100.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | +0.5% |
| 7D | +7.4% | -4.1% | +11.5% | +7.5% |
| 30D | +18.7% | -28.3% | +47.1% | +23.0% |
| 3M | +14.5% | -33.9% | +48.3% | +18.8% |
| 6M | +38.1% | -43.9% | +82.0% | +44.8% |
| YTD | +38.7% | -23.4% | +62.2% | +35.8% |
| 1Y | +35.4% | -25.4% | +60.8% | +32.4% |
| 3Y | +75.1% | +107.9% | -32.8% | +31.6% |
| 5Y | +126.4% | +195.1% | -68.7% | +51.0% |
| 10Y | +671.4% | +794.1% | -122.7% | +300.7% |
| All | +671.4% | +772.0% | -100.6% | +300.7% |
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