+21.9%
FIX vs MSFU
-12.2%
+34.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.8% | +5.0% |
| 7D | +6.4% | -12.7% | +19.1% | +6.3% |
| 30D | -29.1% | -9.0% | -20.1% | -28.9% |
| 3M | -31.1% | +2.9% | -34.1% | -30.7% |
| 6M | -42.8% | +43.5% | -86.3% | -41.9% |
| YTD | +24.6% | -2.4% | +27.1% | +27.3% |
| 1Y | +21.9% | -13.5% | +35.4% | +27.0% |
| All | +21.9% | -12.2% | +34.2% | +27.0% |
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 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