+739.3%
MSI vs FTV
+90.8%
+648.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -3.7% | -4.5% | +0.8% | -1.9% |
| 30D | +6.8% | -7.1% | +13.9% | +10.0% |
| 3M | +14.3% | -7.2% | +21.5% | +17.4% |
| 6M | -1.6% | -1.5% | -0.1% | -1.7% |
| YTD | +22.8% | +3.5% | +19.3% | +19.0% |
| 1Y | -1.1% | +20.3% | -21.5% | -10.7% |
| 3Y | +70.5% | -3.1% | +73.6% | +65.8% |
| 5Y | +102.8% | +2.3% | +100.5% | +88.4% |
| 10Y | +597.4% | +76.3% | +521.1% | +415.2% |
| All | +739.3% | +90.8% | +648.6% | +509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling