+93.3%
MSFU vs FE
+37.2%
+56.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.6% |
| 7D | +2.5% | -1.0% | +3.5% | +2.6% |
| 30D | -1.3% | +4.1% | -5.4% | -2.2% |
| 3M | +8.6% | -1.0% | +9.7% | +8.7% |
| 6M | +48.4% | +4.0% | +44.4% | +46.5% |
| YTD | +1.6% | +6.8% | -5.3% | -1.0% |
| 1Y | -5.8% | +5.3% | -11.1% | -7.7% |
| 3Y | +30.9% | +44.6% | -13.6% | +11.0% |
| All | +93.3% | +37.2% | +56.2% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling