+115.8%
FDX vs MSFU
+85.8%
+30.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.7% | +1.6% |
| 7D | -2.1% | -12.7% | +10.6% | -0.5% |
| 30D | +10.4% | -9.0% | +19.4% | +11.5% |
| 3M | +0.5% | +2.9% | -2.5% | -0.2% |
| 6M | +6.5% | +43.5% | -37.1% | +0.9% |
| YTD | +40.2% | -2.4% | +42.7% | +40.1% |
| 1Y | +52.1% | -13.5% | +65.6% | +55.5% |
| 3Y | +72.8% | +19.2% | +53.6% | +55.3% |
| All | +115.8% | +85.8% | +30.0% | +68.7% |
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