+671.3%
MSI vs FTV
+107.5%
+563.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +7.7% | -0.7% | +8.4% | +7.9% |
| 30D | +19.9% | +18.3% | +1.6% | +11.4% |
| 3M | +14.9% | +10.2% | +4.7% | +9.8% |
| 6M | +37.2% | +12.8% | +24.4% | +29.4% |
| YTD | +40.8% | +23.4% | +17.4% | +26.1% |
| 1Y | +38.1% | +31.4% | +6.7% | +20.1% |
| 3Y | +77.7% | +38.7% | +39.0% | +46.3% |
| 5Y | +129.0% | +18.6% | +110.4% | +99.5% |
| 10Y | +671.3% | +110.1% | +561.1% | +397.3% |
| All | +671.3% | +107.5% | +563.8% | +397.3% |
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