-3.5%
MSFU vs FE
+6.1%
-9.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | 0.0% | +13.5% | +13.5% |
| 7D | +8.2% | +1.7% | +6.5% | +8.8% |
| 30D | +10.2% | +8.1% | +2.1% | +12.5% |
| 3M | +22.9% | -1.3% | +24.2% | +22.3% |
| 6M | +63.2% | +2.9% | +60.3% | +64.3% |
| YTD | +11.7% | +8.6% | +3.2% | +11.5% |
| 1Y | -3.5% | +6.3% | -9.8% | -1.9% |
| All | -3.5% | +6.1% | -9.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling