+13.8%
FIX vs MSFU
-6.0%
+19.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.7% | -0.7% |
| 7D | -13.9% | +4.0% | -18.0% | -13.6% |
| 30D | -35.5% | -2.3% | -33.2% | -35.3% |
| 3M | -33.9% | +7.1% | -41.0% | -33.4% |
| 6M | -43.3% | +48.9% | -92.2% | -42.4% |
| YTD | +18.7% | +2.4% | +16.2% | +20.9% |
| 1Y | +13.8% | -8.1% | +21.9% | +18.8% |
| All | +13.8% | -6.0% | +19.7% | +18.8% |
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