-23.8%
FICO vs MSFU
+35.1%
-58.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +1.8% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | +1.7% | +0.6% | +1.1% | +1.3% |
| 3M | -35.2% | +16.4% | -51.6% | -36.7% |
| 6M | -33.7% | +53.0% | -86.7% | -38.3% |
| YTD | -58.2% | +3.5% | -61.6% | -58.4% |
| 1Y | -56.6% | -7.8% | -48.7% | -55.8% |
| All | -23.8% | +35.1% | -58.9% | -36.3% |
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