-83.7%
FIG vs MSFU
-26.8%
-56.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.8% |
| 7D | -13.1% | +2.5% | -15.6% | -13.9% |
| 30D | -13.0% | -1.3% | -11.7% | -12.7% |
| 3M | -21.5% | +8.6% | -30.2% | -24.6% |
| 6M | -2.5% | +48.4% | -50.9% | -19.6% |
| YTD | -49.7% | +1.6% | -51.2% | -55.3% |
| 1Y | -59.1% | -5.8% | -53.3% | -63.6% |
| All | -83.7% | -26.8% | -56.9% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling