+256.8%
FLEX vs MSFU
+32.6%
+224.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.4% | +4.9% |
| 7D | -19.3% | +2.5% | -21.8% | -19.9% |
| 30D | -41.5% | -1.3% | -40.2% | -41.4% |
| 3M | -43.1% | +8.6% | -51.8% | -44.3% |
| 6M | -48.2% | +48.4% | -96.6% | -53.2% |
| YTD | +15.5% | +1.6% | +13.9% | +15.0% |
| 1Y | +10.2% | -5.8% | +16.0% | +12.7% |
| 3Y | +256.8% | +30.9% | +225.9% | +211.5% |
| All | +256.8% | +32.6% | +224.2% | +211.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling