+114.8%
FDX vs MSFU
+76.3%
+38.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.1% |
| 7D | -2.5% | -5.7% | +3.2% | -1.9% |
| 30D | +3.8% | +4.2% | -0.4% | +3.2% |
| 3M | -1.3% | +27.9% | -29.2% | -4.5% |
| 6M | +5.0% | +37.1% | -32.1% | -0.3% |
| YTD | +39.6% | -7.4% | +47.0% | +40.8% |
| 1Y | +81.1% | -19.6% | +100.7% | +87.3% |
| 3Y | +63.0% | +33.2% | +29.8% | +41.1% |
| All | +114.8% | +76.3% | +38.5% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling