-5.8%
MSFU vs FE
+5.1%
-10.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -2.3% |
| 7D | +2.5% | -1.0% | +3.5% | +2.1% |
| 30D | -1.3% | +4.1% | -5.4% | -0.2% |
| 3M | +8.6% | -1.0% | +9.7% | +8.2% |
| 6M | +48.4% | +4.0% | +44.4% | +49.5% |
| YTD | +1.6% | +6.8% | -5.3% | +1.3% |
| 1Y | -5.8% | +5.3% | -11.1% | -4.8% |
| All | -5.8% | +5.1% | -10.9% | -4.8% |
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