-32.8%
FPS vs MSFU
+46.8%
-79.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.9% | +8.8% | +7.3% |
| 7D | -24.5% | +2.5% | -27.0% | -24.7% |
| 30D | -52.1% | -1.3% | -50.8% | -51.7% |
| 3M | -48.4% | +8.6% | -57.0% | -48.9% |
| 6M | -54.4% | +48.4% | -102.8% | -56.4% |
| All | -32.8% | +46.8% | -79.6% | -36.9% |
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