-44.0%
FIX vs MSFU
-2.0%
-42.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +5.6% |
| 7D | -17.5% | +2.5% | -19.9% | -15.1% |
| 30D | -41.6% | -1.3% | -40.3% | -38.0% |
| All | -44.0% | -2.0% | -42.0% | -40.6% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling