+663.4%
MSI vs FTV
+109.2%
+554.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +3.2% | +3.9% | -0.7% | +1.6% |
| 30D | +17.6% | +18.7% | -1.1% | +9.1% |
| 3M | +14.5% | +10.0% | +4.5% | +9.5% |
| 6M | +34.3% | +14.6% | +19.7% | +25.7% |
| YTD | +39.7% | +23.4% | +16.3% | +25.1% |
| 1Y | +40.2% | +31.3% | +8.9% | +21.9% |
| 3Y | +77.1% | +39.8% | +37.3% | +45.2% |
| 5Y | +124.0% | +17.7% | +106.4% | +95.9% |
| All | +663.4% | +109.2% | +554.2% | +392.9% |
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