-63.3%
FIS vs MSFU
+88.0%
-151.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.1% |
| 7D | +2.8% | -2.8% | +5.6% | +3.1% |
| 30D | -16.7% | -5.3% | -11.4% | -16.8% |
| 3M | -32.3% | +7.2% | -39.5% | -33.9% |
| 6M | -29.1% | +51.0% | -80.0% | -35.4% |
| YTD | -54.1% | -1.2% | -52.9% | -55.7% |
| 1Y | -53.7% | -10.3% | -43.4% | -54.7% |
| 3Y | -38.8% | +22.2% | -61.1% | -46.5% |
| All | -63.3% | +88.0% | -151.3% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling