+1,021.8%
FIX vs MSFU
+88.0%
+933.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +9.4% | -2.8% | +12.2% | +10.1% |
| 30D | -27.8% | -5.3% | -22.5% | -27.2% |
| 3M | -35.6% | +7.2% | -42.8% | -37.3% |
| 6M | -45.2% | +51.0% | -96.2% | -52.7% |
| YTD | +19.5% | -1.2% | +20.7% | +15.9% |
| 1Y | +24.2% | -10.3% | +34.6% | +24.9% |
| 3Y | +494.2% | +22.2% | +471.9% | +413.6% |
| All | +1,021.8% | +88.0% | +933.8% | +753.7% |
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