+30.2%
MSFU vs FDS
-27.9%
+58.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -2.5% |
| 7D | -5.7% | -1.9% | -3.8% | -4.8% |
| 30D | +4.2% | +9.0% | -4.8% | -0.1% |
| 3M | +27.9% | +18.9% | +9.1% | +15.0% |
| 6M | +37.1% | +35.1% | +2.0% | +15.5% |
| YTD | -7.4% | +5.5% | -12.9% | -13.4% |
| 1Y | -19.6% | -16.8% | -2.8% | -15.9% |
| All | +30.2% | -27.9% | +58.1% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling