+123.7%
MSI vs FND
-62.4%
+186.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.2% |
| 7D | +2.6% | -5.1% | +7.7% | +3.4% |
| 30D | +18.1% | +9.2% | +8.9% | +16.2% |
| 3M | +13.2% | -17.7% | +30.9% | +16.2% |
| 6M | +36.3% | +2.5% | +33.8% | +34.1% |
| YTD | +39.5% | -19.8% | +59.3% | +42.1% |
| 1Y | +36.9% | -22.7% | +59.6% | +40.0% |
| 3Y | +76.1% | -38.3% | +114.4% | +77.1% |
| 5Y | +123.7% | -63.0% | +186.7% | +150.3% |
| All | +123.7% | -62.4% | +186.2% | +150.3% |
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