+38.1%
MSI vs FTV
+32.8%
+5.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +7.7% | -0.7% | +8.4% | +7.7% |
| 30D | +19.9% | +18.3% | +1.6% | +17.7% |
| 3M | +14.9% | +10.2% | +4.7% | +13.6% |
| 6M | +37.2% | +12.8% | +24.4% | +35.3% |
| YTD | +40.8% | +23.4% | +17.4% | +36.7% |
| 1Y | +38.1% | +31.4% | +6.7% | +32.6% |
| All | +38.1% | +32.8% | +5.3% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling