+74.4%
MSI vs FN
+101.0%
-26.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +11.7% | -12.1% | -0.8% |
| 7D | +4.7% | 0.0% | +4.7% | +4.5% |
| 30D | +14.8% | -34.3% | +49.1% | +16.3% |
| 3M | +8.8% | -39.9% | +48.7% | +10.4% |
| 6M | +19.3% | -51.8% | +71.1% | +22.1% |
| YTD | +35.3% | -28.1% | +63.5% | +34.3% |
| 1Y | +33.8% | -29.1% | +62.8% | +32.6% |
| 3Y | +74.4% | +102.4% | -28.0% | +60.3% |
| All | +74.4% | +101.0% | -26.6% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling