+99.3%
MSI vs FTI
+1,110.9%
-1,011.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | -5.8% | -0.2% | -5.6% | -5.7% |
| 30D | -1.0% | +12.3% | -13.3% | -2.5% |
| 3M | +14.2% | +13.8% | +0.4% | +12.1% |
| 6M | +1.0% | +24.3% | -23.2% | -2.1% |
| YTD | +21.5% | +75.8% | -54.3% | +12.5% |
| 1Y | -2.1% | +99.6% | -101.8% | -11.0% |
| 3Y | +69.3% | +278.4% | -209.1% | +39.9% |
| 5Y | +99.3% | +1,168.7% | -1,069.4% | +33.4% |
| All | +99.3% | +1,110.9% | -1,011.6% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling