+1,360.3%
MSI vs FTI
+1,731.3%
-371.0%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +7.4% | -3.3% | +10.7% | +8.2% |
| 30D | +18.7% | -7.2% | +25.9% | +20.5% |
| 3M | +14.5% | -12.9% | +27.3% | +17.7% |
| 6M | +38.1% | -7.9% | +46.0% | +39.4% |
| YTD | +38.7% | +45.2% | -6.4% | +24.7% |
| 1Y | +35.4% | +48.1% | -12.7% | +21.0% |
| 3Y | +75.1% | +205.0% | -129.9% | +26.6% |
| 5Y | +126.4% | +838.8% | -712.4% | +15.4% |
| 10Y | +671.4% | +174.8% | +496.6% | +367.7% |
| All | +1,360.3% | +1,731.3% | -371.0% | +281.4% |
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 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