+93.3%
MSFU vs FDS
-21.6%
+115.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -0.1% |
| 7D | +2.5% | -0.5% | +3.0% | +2.5% |
| 30D | -1.3% | +20.2% | -21.5% | -10.8% |
| 3M | +8.6% | +19.9% | -11.2% | -2.1% |
| 6M | +48.4% | +56.2% | -7.8% | +13.4% |
| YTD | +1.6% | +14.6% | -13.0% | -9.1% |
| 1Y | -5.8% | +31.6% | -37.4% | -22.3% |
| 3Y | +30.9% | -23.8% | +54.8% | +44.8% |
| All | +93.3% | -21.6% | +115.0% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling