+76.3%
MSFU vs FFIV
+151.8%
-75.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.7% | -3.9% |
| 7D | -5.7% | -1.0% | -4.7% | -5.2% |
| 30D | +4.2% | -5.1% | +9.2% | +7.3% |
| 3M | +27.9% | -4.5% | +32.4% | +30.3% |
| 6M | +37.1% | +36.5% | +0.6% | +6.9% |
| YTD | -7.4% | +53.0% | -60.3% | -33.7% |
| 1Y | -19.6% | +24.2% | -43.8% | -34.2% |
| 3Y | +33.2% | +137.2% | -104.0% | -40.2% |
| All | +76.3% | +151.8% | -75.5% | -24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling