+30.2%
MSFU vs FIVE
+50.0%
-19.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.1% | -9.3% | -5.1% |
| 7D | -5.7% | +4.3% | -10.0% | -6.5% |
| 30D | +4.2% | +12.5% | -8.3% | +1.7% |
| 3M | +27.9% | +31.2% | -3.3% | +21.5% |
| 6M | +37.1% | +14.4% | +22.8% | +32.7% |
| YTD | -7.4% | +33.9% | -41.3% | -12.9% |
| 1Y | -19.6% | +65.1% | -84.7% | -27.4% |
| All | +30.2% | +50.0% | -19.9% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling