+103.9%
MSFU vs FGI
-37.4%
+141.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.5% | +5.4% |
| 7D | +14.6% | -1.4% | +16.0% | +14.6% |
| 30D | +2.1% | -3.2% | +5.3% | +2.1% |
| 3M | +14.7% | +64.1% | -49.5% | +13.5% |
| 6M | +55.7% | +17.2% | +38.5% | +54.3% |
| YTD | +7.1% | +31.6% | -24.5% | +5.8% |
| 1Y | -0.5% | +45.1% | -45.6% | -1.8% |
| 3Y | +35.7% | -2.0% | +37.7% | +37.5% |
| All | +103.9% | -37.4% | +141.3% | +88.1% |
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