+56.7%
FICO vs MSFU
+93.3%
-36.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.1% |
| 7D | -0.9% | +2.5% | -3.4% | -1.8% |
| 30D | +3.3% | -1.3% | +4.6% | +2.9% |
| 3M | -31.7% | +8.6% | -40.4% | -33.2% |
| 6M | -34.0% | +48.4% | -82.4% | -40.7% |
| YTD | -58.3% | +1.6% | -59.9% | -59.3% |
| 1Y | -57.9% | -5.8% | -52.2% | -58.1% |
| 3Y | -24.1% | +30.9% | -55.0% | -37.5% |
| All | +56.7% | +93.3% | -36.6% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling