-13.5%
MSFU vs FE
+4.9%
-18.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.7% |
| 7D | -12.7% | -0.4% | -12.3% | -12.8% |
| 30D | -9.0% | +3.6% | -12.6% | -8.0% |
| 3M | +2.9% | +0.3% | +2.6% | +2.9% |
| 6M | +43.5% | +6.4% | +37.1% | +45.5% |
| YTD | -2.4% | +8.1% | -10.5% | -1.7% |
| 1Y | -13.5% | +4.6% | -18.1% | -10.3% |
| All | -13.5% | +4.9% | -18.4% | -10.3% |
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 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