+115.3%
FOXA vs MSFU
+29.4%
+85.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -0.6% | -3.2% | +2.5% | -0.4% |
| 30D | +2.3% | -3.1% | +5.5% | +2.5% |
| 3M | -2.8% | +35.3% | -38.1% | -5.8% |
| 6M | +9.6% | +31.6% | -22.0% | +6.2% |
| YTD | -9.9% | -9.5% | -0.4% | -10.0% |
| 1Y | +5.4% | -18.4% | +23.8% | +6.0% |
| 3Y | +115.3% | +26.9% | +88.3% | +91.1% |
| All | +115.3% | +29.4% | +85.9% | +91.1% |
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