-80.3%
FIG vs MSFU
-34.8%
-45.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.4% | -4.6% |
| 7D | -16.4% | -3.2% | -13.2% | -15.2% |
| 30D | -2.3% | -3.1% | +0.8% | -0.9% |
| 3M | +7.8% | +35.3% | -27.4% | -8.6% |
| 6M | -21.8% | +31.6% | -53.4% | -32.6% |
| YTD | -39.1% | -9.5% | -29.6% | -42.9% |
| 1Y | -56.6% | -18.4% | -38.2% | -57.2% |
| All | -80.3% | -34.8% | -45.5% | -82.2% |
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 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