+34.1%
FITB vs MSFU
-2.2%
+36.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +13.5% | -12.0% | +1.5% |
| 7D | +2.3% | +8.2% | -5.8% | +2.4% |
| 30D | +7.7% | +10.2% | -2.5% | +7.7% |
| 3M | -4.5% | +22.9% | -27.4% | -4.5% |
| 6M | +12.5% | +63.2% | -50.7% | +12.4% |
| YTD | +19.8% | +11.7% | +8.1% | +14.9% |
| 1Y | +34.1% | -3.5% | +37.6% | +27.4% |
| All | +34.1% | -2.2% | +36.4% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling