+742.9%
MSI vs FWONK
+281.7%
+461.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -4.0% | -0.6% | -3.4% | -3.8% |
| 30D | -0.5% | -5.8% | +5.3% | +1.0% |
| 3M | +11.4% | +10.0% | +1.4% | +8.7% |
| 6M | +1.0% | +14.7% | -13.7% | -2.6% |
| YTD | +20.7% | -1.7% | +22.4% | +20.6% |
| 1Y | -2.7% | -4.6% | +1.9% | -2.2% |
| 3Y | +68.2% | +46.7% | +21.5% | +49.7% |
| 5Y | +100.0% | +99.4% | +0.6% | +62.6% |
| 10Y | +596.9% | +345.6% | +251.3% | +354.7% |
| All | +742.9% | +281.7% | +461.2% | +422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling