+40.2%
MSI vs FTI
+54.7%
-14.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.2% |
| 7D | +3.2% | +4.3% | -1.1% | +3.3% |
| 30D | +17.6% | -4.7% | +22.3% | +17.6% |
| 3M | +14.5% | -13.5% | +28.0% | +14.7% |
| 6M | +34.3% | -8.7% | +43.0% | +34.3% |
| YTD | +39.7% | +49.0% | -9.3% | +37.8% |
| 1Y | +40.2% | +54.0% | -13.9% | +38.3% |
| All | +40.2% | +54.7% | -14.5% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling