+88.0%
MSFU vs FE
+40.2%
+47.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -2.8% | +1.2% | -4.0% | -3.0% |
| 30D | -5.3% | +4.5% | -9.8% | -6.2% |
| 3M | +7.2% | +1.3% | +5.9% | +6.9% |
| 6M | +51.0% | +8.7% | +42.3% | +47.7% |
| YTD | -1.2% | +9.2% | -10.5% | -4.1% |
| 1Y | -10.3% | +7.0% | -17.3% | -12.3% |
| 3Y | +22.2% | +51.4% | -29.2% | +1.7% |
| All | +88.0% | +40.2% | +47.8% | +64.3% |
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