+88.8%
FITB vs MSFU
+76.3%
+12.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.3% |
| 7D | +0.6% | -5.7% | +6.3% | +1.2% |
| 30D | -4.7% | +4.2% | -8.9% | -5.3% |
| 3M | +6.7% | +27.9% | -21.2% | +3.1% |
| 6M | +12.6% | +37.1% | -24.6% | +6.7% |
| YTD | +19.1% | -7.4% | +26.5% | +18.8% |
| 1Y | +22.6% | -19.6% | +42.2% | +25.0% |
| 3Y | +127.1% | +33.2% | +93.9% | +99.4% |
| All | +88.8% | +76.3% | +12.5% | +48.7% |
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