-9.2%
MSFU vs FGI
+41.8%
-51.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +4.0% | -4.1% | +8.1% | +4.1% |
| 30D | -2.3% | -3.4% | +1.0% | -2.3% |
| 3M | +7.1% | +61.8% | -54.7% | +5.0% |
| 6M | +48.9% | +17.0% | +31.9% | +46.3% |
| YTD | +2.4% | +31.4% | -29.0% | -0.2% |
| All | -9.2% | +41.8% | -51.0% | -11.2% |
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