+116.8%
FDX vs MSFU
+88.0%
+28.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +5.2% | -2.8% | +8.0% | +5.5% |
| 30D | +11.3% | -5.3% | +16.6% | +11.8% |
| 3M | -4.1% | +7.2% | -11.3% | -5.2% |
| 6M | +9.6% | +51.0% | -41.3% | +3.1% |
| YTD | +40.9% | -1.2% | +42.1% | +40.6% |
| 1Y | +53.0% | -10.3% | +63.3% | +55.4% |
| 3Y | +74.1% | +22.2% | +51.9% | +55.7% |
| All | +116.8% | +88.0% | +28.8% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling