+36.9%
MSI vs FND
-23.4%
+60.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.5% |
| 7D | +2.6% | -5.1% | +7.7% | +3.1% |
| 30D | +18.1% | +9.2% | +8.9% | +16.9% |
| 3M | +13.2% | -17.7% | +30.9% | +15.0% |
| 6M | +36.3% | +2.5% | +33.8% | +34.4% |
| YTD | +39.5% | -19.8% | +59.3% | +42.7% |
| 1Y | +36.9% | -22.7% | +59.6% | +40.2% |
| All | +36.9% | -23.4% | +60.3% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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