+99.3%
MSI vs FTV
+4.3%
+95.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -5.8% | -0.4% | -5.4% | -5.6% |
| 30D | -1.0% | -8.3% | +7.3% | +2.1% |
| 3M | +14.2% | -7.4% | +21.6% | +16.9% |
| 6M | +1.0% | -1.2% | +2.3% | +0.8% |
| YTD | +21.5% | +2.7% | +18.8% | +18.3% |
| 1Y | -2.1% | +18.4% | -20.6% | -10.4% |
| 3Y | +69.3% | -2.0% | +71.4% | +64.8% |
| 5Y | +99.3% | +3.4% | +95.9% | +77.4% |
| All | +99.3% | +4.3% | +95.0% | +77.4% |
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