+662.2%
MSI vs FTI
+183.5%
+478.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +2.6% | +5.4% | -2.8% | +1.8% |
| 30D | +18.1% | -8.2% | +26.3% | +19.5% |
| 3M | +13.2% | -13.7% | +26.9% | +15.5% |
| 6M | +36.3% | -11.2% | +47.5% | +37.9% |
| YTD | +39.5% | +46.0% | -6.5% | +30.0% |
| 1Y | +36.9% | +51.8% | -14.9% | +26.7% |
| 3Y | +76.1% | +206.7% | -130.6% | +42.6% |
| 5Y | +123.7% | +862.0% | -738.3% | +44.1% |
| All | +662.2% | +183.5% | +478.7% | +414.5% |
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