+663.4%
MSI vs FTI
+189.4%
+474.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | +3.2% | +4.3% | -1.1% | +2.6% |
| 30D | +17.6% | -4.7% | +22.3% | +18.2% |
| 3M | +14.5% | -13.5% | +28.0% | +16.8% |
| 6M | +34.3% | -8.7% | +43.0% | +35.3% |
| YTD | +39.7% | +49.0% | -9.3% | +29.8% |
| 1Y | +40.2% | +54.0% | -13.9% | +29.4% |
| 3Y | +77.1% | +211.6% | -134.5% | +43.1% |
| 5Y | +124.0% | +881.9% | -757.8% | +43.8% |
| All | +663.4% | +189.4% | +474.0% | +413.6% |
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