-15.3%
FPS vs MSFU
+41.0%
-56.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.4% | -4.8% | +19.1% | +15.3% |
| 7D | +9.5% | -12.7% | +22.2% | +12.5% |
| 30D | -33.8% | -9.0% | -24.8% | -32.3% |
| 3M | -34.9% | +2.9% | -37.8% | -34.8% |
| 6M | -42.9% | +43.5% | -86.4% | -45.0% |
| All | -15.3% | +41.0% | -56.3% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling