+76.3%
MSFU vs FE
+38.2%
+38.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -4.1% |
| 7D | -5.7% | +1.9% | -7.6% | -6.0% |
| 30D | +4.2% | -1.2% | +5.3% | +4.4% |
| 3M | +27.9% | +3.5% | +24.4% | +26.7% |
| 6M | +37.1% | -6.1% | +43.2% | +38.8% |
| YTD | -7.4% | +7.6% | -15.0% | -9.7% |
| 1Y | -19.6% | +11.9% | -31.5% | -22.5% |
| 3Y | +33.2% | +48.4% | -15.2% | +11.6% |
| All | +76.3% | +38.2% | +38.2% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling