+93.3%
MSFU vs FFIV
+100.5%
-7.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.7% |
| 7D | +2.5% | -8.1% | +10.6% | +7.9% |
| 30D | -1.3% | -33.4% | +32.1% | +23.1% |
| 3M | +8.6% | -24.7% | +33.4% | +24.1% |
| 6M | +48.4% | -8.8% | +57.2% | +46.2% |
| YTD | +1.6% | +21.8% | -20.2% | -19.6% |
| 1Y | -5.8% | +25.3% | -31.1% | -27.3% |
| 3Y | +30.9% | +101.2% | -70.2% | -39.3% |
| All | +93.3% | +100.5% | -7.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling