+97.0%
MSFU vs FGI
-38.1%
+135.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | 0.0% | -7.3% | -7.4% |
| 7D | +1.0% | -11.6% | +12.6% | +1.1% |
| 30D | +0.6% | -3.3% | +3.9% | +0.6% |
| 3M | +16.4% | +65.6% | -49.2% | +15.2% |
| 6M | +53.0% | -2.8% | +55.8% | +51.8% |
| YTD | +3.5% | +30.1% | -26.7% | +2.2% |
| 1Y | -7.8% | +50.2% | -58.0% | -9.1% |
| 3Y | +35.6% | -0.4% | +36.0% | +37.2% |
| All | +97.0% | -38.1% | +135.1% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling