+14.5%
FIX vs MSFU
-1.7%
+16.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.5% | +4.0% | +9.4% |
| 7D | -7.2% | +14.6% | -21.8% | -6.9% |
| 30D | -35.1% | +2.1% | -37.2% | -34.9% |
| 3M | -34.3% | +14.7% | -48.9% | -33.8% |
| 6M | -42.9% | +55.7% | -98.6% | -42.0% |
| YTD | +19.5% | +7.1% | +12.3% | +21.7% |
| All | +14.5% | -1.7% | +16.2% | +19.6% |
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 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