+2,233.1%
MSI vs FN
+2,575.5%
-342.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -14.2% | +18.3% | +5.7% |
| 7D | +5.1% | -16.0% | +21.0% | +6.8% |
| 30D | +13.3% | -40.1% | +53.4% | +19.7% |
| 3M | +18.3% | -43.9% | +62.2% | +25.1% |
| 6M | +18.7% | -55.6% | +74.3% | +27.8% |
| YTD | +36.0% | -35.7% | +71.6% | +37.0% |
| 1Y | +32.6% | -39.8% | +72.4% | +34.2% |
| 3Y | +78.3% | +80.3% | -2.0% | +45.8% |
| 5Y | +121.6% | +143.3% | -21.7% | +68.6% |
| 10Y | +689.0% | +682.3% | +6.7% | +396.6% |
| All | +2,233.1% | +2,575.5% | -342.4% | +1,051.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling