-83.2%
FIG vs MSFU
-28.8%
-54.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | +3.4% | -2.8% | +6.2% | +4.6% |
| 30D | -9.5% | -5.3% | -4.1% | -7.4% |
| 3M | -26.2% | +7.2% | -33.4% | -28.9% |
| 6M | +2.7% | +51.0% | -48.3% | -16.3% |
| YTD | -48.0% | -1.2% | -46.7% | -53.3% |
| 1Y | -52.0% | -10.3% | -41.7% | -57.0% |
| All | -83.2% | -28.8% | -54.3% | -85.5% |
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