+596.9%
MSI vs FTV
+78.2%
+518.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.1% |
| 7D | -4.0% | -1.3% | -2.7% | -3.5% |
| 30D | -0.5% | -9.5% | +9.1% | +3.7% |
| 3M | +11.4% | -10.9% | +22.3% | +16.5% |
| 6M | +1.0% | -0.6% | +1.6% | +0.5% |
| YTD | +20.7% | +1.4% | +19.2% | +17.8% |
| 1Y | -2.7% | +17.6% | -20.3% | -11.4% |
| 3Y | +68.2% | -3.3% | +71.5% | +63.5% |
| 5Y | +100.0% | -0.1% | +100.1% | +87.7% |
| 10Y | +596.9% | +82.5% | +514.4% | +416.2% |
| All | +596.9% | +78.2% | +518.7% | +416.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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