-22.6%
FPS vs MSFU
+61.5%
-84.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +13.5% | -30.8% | -19.3% |
| 7D | -23.3% | +8.2% | -31.5% | -24.4% |
| 30D | -42.4% | +10.2% | -52.6% | -43.2% |
| 3M | -43.0% | +22.9% | -65.9% | -45.0% |
| 6M | -44.5% | +63.2% | -107.7% | -48.0% |
| All | -22.6% | +61.5% | -84.1% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling