-48.6%
FIS vs MSFU
+76.3%
-124.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.2% |
| 7D | +1.1% | -5.7% | +6.8% | +2.0% |
| 30D | -2.2% | +4.2% | -6.4% | -3.0% |
| 3M | +2.1% | +27.9% | -25.8% | -3.0% |
| 6M | -14.7% | +37.1% | -51.8% | -20.4% |
| YTD | -35.7% | -7.4% | -28.3% | -36.5% |
| 1Y | -37.1% | -19.6% | -17.5% | -36.7% |
| 3Y | -20.0% | +33.2% | -53.2% | -31.7% |
| All | -48.6% | +76.3% | -124.9% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling