+100.0%
MSI vs FND
-61.3%
+161.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -4.0% | -0.8% | -3.2% | -3.9% |
| 30D | -0.5% | -19.6% | +19.1% | +3.0% |
| 3M | +11.4% | -4.3% | +15.7% | +11.4% |
| 6M | +1.0% | -20.4% | +21.4% | +3.6% |
| YTD | +20.7% | -21.9% | +42.5% | +23.8% |
| 1Y | -2.7% | -45.2% | +42.5% | +5.8% |
| 3Y | +68.2% | -49.2% | +117.4% | +77.4% |
| 5Y | +100.0% | -61.8% | +161.8% | +116.2% |
| All | +100.0% | -61.3% | +161.2% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling