-19.6%
MSFU vs FGI
+81.8%
-101.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.5% | -11.7% | -4.2% |
| 7D | -5.7% | +0.5% | -6.2% | -5.7% |
| 30D | +4.2% | +65.4% | -61.2% | +3.2% |
| 3M | +27.9% | +23.5% | +4.4% | +26.8% |
| 6M | +37.1% | +60.5% | -23.4% | +35.2% |
| YTD | -7.4% | +30.0% | -37.4% | -8.4% |
| 1Y | -19.6% | +82.1% | -101.7% | -19.3% |
| All | -19.6% | +81.8% | -101.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling