+95.0%
MSFU vs FE
+38.7%
+56.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +4.0% | -0.5% | +4.6% | +4.1% |
| 30D | -2.3% | +4.3% | -6.6% | -3.2% |
| 3M | +7.1% | +0.4% | +6.7% | +6.9% |
| 6M | +48.9% | +6.9% | +42.0% | +46.1% |
| YTD | +2.4% | +8.0% | -5.6% | -0.3% |
| 1Y | -8.1% | +4.8% | -12.9% | -9.7% |
| 3Y | +25.2% | +49.0% | -23.8% | +4.7% |
| All | +95.0% | +38.7% | +56.4% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling