+72.2%
MSFU vs FFIV
+151.3%
-79.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -3.2% | -1.5% | -1.6% | -2.1% |
| 30D | -3.1% | -2.7% | -0.5% | -1.9% |
| 3M | +35.3% | -1.7% | +36.9% | +35.0% |
| 6M | +31.6% | +36.1% | -4.5% | +2.8% |
| YTD | -9.5% | +52.6% | -62.2% | -35.1% |
| 1Y | -18.4% | +21.5% | -39.9% | -31.9% |
| 3Y | +26.9% | +142.7% | -115.7% | -44.5% |
| All | +72.2% | +151.3% | -79.0% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling