-57.0%
FIG vs MSFU
-13.1%
-43.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | +2.6% | -4.9% | +7.5% | +4.9% |
| 30D | -13.1% | -9.1% | -4.0% | -9.2% |
| 3M | -20.3% | +8.7% | -29.0% | -24.0% |
| 6M | -2.1% | +48.3% | -50.4% | -20.9% |
| YTD | -49.4% | -1.6% | -47.8% | -53.1% |
| 1Y | -57.0% | -13.6% | -43.4% | -59.6% |
| All | -57.0% | -13.1% | -43.9% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling