+38.1%
MSI vs FN
-19.6%
+57.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.5% |
| 7D | +7.7% | +8.0% | -0.3% | +7.8% |
| 30D | +19.9% | -19.1% | +39.1% | +20.1% |
| 3M | +14.9% | -29.8% | +44.8% | +15.0% |
| 6M | +37.2% | -43.2% | +80.4% | +38.1% |
| YTD | +40.8% | -18.9% | +59.7% | +39.9% |
| 1Y | +38.1% | -17.9% | +56.0% | +36.8% |
| All | +38.1% | -19.6% | +57.7% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling