+126.4%
MSI vs FTV
+16.7%
+109.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | +7.4% | +1.4% | +6.0% | +6.8% |
| 30D | +18.7% | +18.3% | +0.4% | +11.6% |
| 3M | +14.5% | +9.8% | +4.6% | +10.3% |
| 6M | +38.1% | +12.3% | +25.8% | +31.6% |
| YTD | +38.7% | +23.1% | +15.6% | +26.3% |
| 1Y | +35.4% | +32.5% | +2.9% | +19.3% |
| 3Y | +75.1% | +38.3% | +36.8% | +45.6% |
| 5Y | +126.4% | +16.8% | +109.5% | +99.3% |
| All | +126.4% | +16.7% | +109.7% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling