+1,522.4%
FIX vs MSFU
+76.3%
+1,446.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +2.9% |
| 7D | +6.0% | -5.7% | +11.7% | +7.5% |
| 30D | -7.2% | +4.2% | -11.4% | -8.7% |
| 3M | -15.9% | +27.9% | -43.8% | -22.3% |
| 6M | +12.7% | +37.1% | -24.4% | -0.8% |
| YTD | +72.8% | -7.4% | +80.2% | +71.5% |
| 1Y | +122.9% | -19.6% | +142.5% | +133.2% |
| 3Y | +774.3% | +33.2% | +741.1% | +639.8% |
| All | +1,522.4% | +76.3% | +1,446.0% | +1,163.2% |
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