-1.1%
MSI vs FWONK
-4.6%
+3.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -3.7% | -6.2% | +2.5% | -2.7% |
| 30D | +6.8% | -0.6% | +7.4% | +6.9% |
| 3M | +14.3% | +11.1% | +3.2% | +13.1% |
| 6M | -1.6% | +11.7% | -13.3% | -2.9% |
| YTD | +22.8% | -3.1% | +25.8% | +21.5% |
| 1Y | -1.1% | -4.2% | +3.1% | -1.9% |
| All | -1.1% | -4.6% | +3.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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