+1,192.7%
MSI vs FTI
+2,165.1%
-972.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.7% | +5.3% | -9.0% | -4.9% |
| 30D | +6.8% | +15.3% | -8.5% | +3.0% |
| 3M | +14.3% | +15.8% | -1.5% | +9.7% |
| 6M | -1.6% | +22.6% | -24.2% | -7.1% |
| YTD | +22.8% | +79.5% | -56.8% | +5.3% |
| 1Y | -1.1% | +102.0% | -103.1% | -17.9% |
| 3Y | +70.5% | +315.8% | -245.4% | +14.2% |
| 5Y | +102.8% | +1,129.5% | -1,026.7% | -3.7% |
| 10Y | +597.4% | +320.9% | +276.5% | +275.5% |
| All | +1,192.7% | +2,165.1% | -972.4% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling