+872.1%
FIX vs MSFU
+97.0%
+775.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -7.4% | -4.2% | -9.9% |
| 7D | -27.2% | +1.0% | -28.3% | -27.7% |
| 30D | -46.9% | +0.6% | -47.5% | -47.2% |
| 3M | -44.4% | +16.4% | -60.8% | -47.1% |
| 6M | -50.9% | +53.0% | -103.9% | -57.6% |
| YTD | +3.5% | +3.5% | +0.1% | -0.6% |
| 1Y | -2.1% | -7.8% | +5.7% | -1.7% |
| 3Y | +418.7% | +35.6% | +383.2% | +336.9% |
| All | +872.1% | +97.0% | +775.1% | +632.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling