+925.1%
FIX vs MSFU
+93.3%
+831.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.9% | +7.3% | +5.9% |
| 7D | -17.5% | +2.5% | -19.9% | -18.4% |
| 30D | -41.6% | -1.3% | -40.3% | -41.6% |
| 3M | -40.6% | +8.6% | -49.2% | -42.4% |
| 6M | -49.4% | +48.4% | -97.8% | -55.9% |
| YTD | +9.2% | +1.6% | +7.6% | +5.3% |
| 1Y | +6.5% | -5.8% | +12.2% | +5.5% |
| 3Y | +448.7% | +30.9% | +417.8% | +366.1% |
| All | +925.1% | +93.3% | +831.7% | +675.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling