+97.0%
MSFU vs FE
+39.1%
+57.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.3% |
| 7D | +1.0% | +0.6% | +0.5% | +0.9% |
| 30D | +0.6% | +6.4% | -5.8% | -0.7% |
| 3M | +16.4% | -0.5% | +16.9% | +16.4% |
| 6M | +53.0% | +4.7% | +48.2% | +50.9% |
| YTD | +3.5% | +8.4% | -4.9% | +0.7% |
| 1Y | -7.8% | +7.2% | -15.1% | -10.1% |
| 3Y | +35.6% | +44.9% | -9.3% | +15.5% |
| All | +97.0% | +39.1% | +57.9% | +72.4% |
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