+104.9%
FOXA vs MSFU
+71.2%
+33.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -3.7% | -6.9% | +3.2% | -3.1% |
| 30D | +5.4% | -5.1% | +10.5% | +5.8% |
| 3M | -3.7% | +44.6% | -48.4% | -7.8% |
| 6M | +12.6% | +32.8% | -20.2% | +8.2% |
| YTD | -10.0% | -10.1% | +0.1% | -10.1% |
| 1Y | +15.0% | -19.4% | +34.4% | +16.0% |
| 3Y | +115.1% | +26.2% | +88.9% | +95.0% |
| All | +104.9% | +71.2% | +33.7% | +78.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling