+61.0%
FICO vs MSFU
+103.9%
-42.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.7% | +1.8% |
| 7D | -0.1% | +14.6% | -14.6% | -2.8% |
| 30D | +8.4% | +2.1% | +6.3% | +7.5% |
| 3M | -30.5% | +14.7% | -45.2% | -32.7% |
| 6M | -35.7% | +55.7% | -91.4% | -42.7% |
| YTD | -57.2% | +7.1% | -64.3% | -58.6% |
| 1Y | -58.4% | -0.5% | -57.9% | -59.0% |
| 3Y | -24.8% | +35.7% | -60.6% | -38.3% |
| All | +61.0% | +103.9% | -42.9% | +1.4% |
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