+72.2%
MSFU vs FDS
-30.9%
+103.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +2.0% | -0.1% |
| 7D | -3.2% | -5.4% | +2.2% | -0.3% |
| 30D | -3.1% | +1.6% | -4.7% | -3.9% |
| 3M | +35.3% | +17.7% | +17.5% | +21.4% |
| 6M | +31.6% | +29.1% | +2.5% | +12.3% |
| YTD | -9.5% | +1.0% | -10.5% | -12.7% |
| 1Y | -18.4% | -21.6% | +3.2% | -10.0% |
| 3Y | +26.9% | -30.1% | +57.0% | +47.1% |
| All | +72.2% | -30.9% | +103.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling