+601.1%
MSI vs FTI
+305.3%
+295.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.4% | -4.4% | +4.0% | +0.3% |
| 30D | -0.8% | +1.5% | -2.2% | -1.1% |
| 3M | +13.9% | +8.2% | +5.7% | +12.2% |
| 6M | +1.3% | +18.8% | -17.5% | -1.9% |
| YTD | +22.3% | +71.7% | -49.4% | +11.5% |
| 1Y | -3.9% | +90.0% | -93.9% | -14.0% |
| 3Y | +69.9% | +270.5% | -200.6% | +33.8% |
| 5Y | +103.8% | +1,084.5% | -980.8% | +27.0% |
| All | +601.1% | +305.3% | +295.8% | +347.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling