+107.4%
FICO vs MSFU
+76.3%
+31.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.2% | -12.5% | -15.9% |
| 7D | -19.2% | -5.7% | -13.5% | -18.2% |
| 30D | -14.6% | +4.2% | -18.8% | -15.2% |
| 3M | -20.1% | +27.9% | -48.0% | -24.9% |
| 6M | -36.3% | +37.1% | -73.4% | -42.0% |
| YTD | -44.9% | -7.4% | -37.5% | -44.8% |
| 1Y | -38.6% | -19.6% | -19.0% | -36.6% |
| 3Y | +4.0% | +33.2% | -29.2% | -16.2% |
| All | +107.4% | +76.3% | +31.0% | +35.2% |
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