-3.9%
MSFU vs FIVE
+63.1%
-67.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.6% | -0.1% | +4.1% |
| 7D | +14.6% | +6.2% | +8.4% | +13.2% |
| 30D | +2.1% | +18.2% | -16.1% | -0.8% |
| 3M | +14.7% | +3.8% | +10.8% | +13.5% |
| 6M | +55.7% | +13.7% | +41.9% | +50.0% |
| YTD | +7.1% | +34.7% | -27.6% | +4.1% |
| All | -3.9% | +63.1% | -67.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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