+65.5%
FDX vs MSFU
+32.6%
+32.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.9% | -2.6% |
| 7D | -1.6% | +2.5% | -4.1% | -1.8% |
| 30D | +6.6% | -1.3% | +7.9% | +6.6% |
| 3M | -2.1% | +8.6% | -10.7% | -2.8% |
| 6M | +2.2% | +48.4% | -46.2% | -0.8% |
| YTD | +33.9% | +1.6% | +32.4% | +35.2% |
| 1Y | +50.2% | -5.8% | +56.0% | +53.3% |
| 3Y | +65.5% | +30.9% | +34.6% | +50.8% |
| All | +65.5% | +32.6% | +32.9% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling