+76.3%
MSFU vs FDS
-27.8%
+104.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.5% | -0.7% | -2.3% |
| 7D | -5.7% | -1.9% | -3.8% | -4.7% |
| 30D | +4.2% | +9.0% | -4.8% | -0.5% |
| 3M | +27.9% | +18.9% | +9.1% | +14.4% |
| 6M | +37.1% | +35.1% | +2.0% | +14.2% |
| YTD | -7.4% | +5.5% | -12.9% | -12.6% |
| 1Y | -19.6% | -16.8% | -2.8% | -14.2% |
| 3Y | +33.2% | -28.1% | +61.3% | +52.5% |
| All | +76.3% | -27.8% | +104.2% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling