-39.8%
FIS vs MSFU
+32.6%
-72.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -2.1% |
| 7D | -25.5% | +2.5% | -27.9% | -26.0% |
| 30D | -15.1% | -1.3% | -13.8% | -15.3% |
| 3M | -32.1% | +8.6% | -40.8% | -33.2% |
| 6M | -36.1% | +48.4% | -84.5% | -40.1% |
| YTD | -55.4% | +1.6% | -57.0% | -57.0% |
| 1Y | -53.9% | -5.8% | -48.1% | -55.3% |
| 3Y | -39.8% | +30.9% | -70.7% | -45.2% |
| All | -39.8% | +32.6% | -72.4% | -45.2% |
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 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