+126.0%
FITB vs MSFU
+32.6%
+93.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | -1.5% | +2.5% | -4.0% | -1.8% |
| 30D | +5.8% | -1.3% | +7.1% | +5.8% |
| 3M | -6.1% | +8.6% | -14.8% | -6.9% |
| 6M | +5.9% | +48.4% | -42.5% | +1.8% |
| YTD | +16.1% | +1.6% | +14.5% | +15.2% |
| 1Y | +28.8% | -5.8% | +34.6% | +29.0% |
| 3Y | +126.0% | +30.9% | +95.1% | +123.0% |
| All | +126.0% | +32.6% | +93.4% | +123.0% |
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