+62.1%
FICO vs MSFU
+85.8%
-23.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.5% | +0.6% |
| 7D | +4.0% | -12.7% | +16.6% | +6.3% |
| 30D | -1.5% | -9.0% | +7.5% | -0.4% |
| 3M | -29.8% | +2.9% | -32.7% | -30.7% |
| 6M | -33.3% | +43.5% | -76.8% | -39.8% |
| YTD | -56.9% | -2.4% | -54.5% | -57.6% |
| 1Y | -59.5% | -13.5% | -46.0% | -58.8% |
| 3Y | -26.9% | +19.2% | -46.1% | -38.1% |
| All | +62.1% | +85.8% | -23.6% | +3.8% |
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 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