+57.4%
FICO vs MSFU
+97.0%
-39.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.4% | +8.3% | +2.2% |
| 7D | -0.3% | +1.0% | -1.3% | -0.8% |
| 30D | +1.7% | +0.6% | +1.1% | +1.0% |
| 3M | -35.2% | +16.4% | -51.6% | -37.5% |
| 6M | -33.7% | +53.0% | -86.7% | -40.8% |
| YTD | -58.2% | +3.5% | -61.6% | -59.3% |
| 1Y | -56.6% | -7.8% | -48.7% | -56.4% |
| 3Y | -24.0% | +35.6% | -59.5% | -38.0% |
| All | +57.4% | +97.0% | -39.6% | -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 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