+65.0%
FDX vs MSFU
-2.2%
+67.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +13.5% | -9.9% | +3.8% |
| 7D | +8.1% | +8.2% | 0.0% | +8.2% |
| 30D | +13.9% | +10.2% | +3.7% | +14.1% |
| 3M | +5.5% | +22.9% | -17.4% | +5.9% |
| 6M | +15.1% | +63.2% | -48.1% | +18.9% |
| YTD | +43.2% | +11.7% | +31.5% | +44.5% |
| 1Y | +65.0% | -3.5% | +68.5% | +65.5% |
| All | +65.0% | -2.2% | +67.3% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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