+76.3%
MSFU vs FIVE
+91.4%
-15.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.1% | -9.3% | -5.2% |
| 7D | -5.7% | +4.3% | -10.0% | -6.6% |
| 30D | +4.2% | +12.5% | -8.3% | +1.3% |
| 3M | +27.9% | +31.2% | -3.3% | +20.4% |
| 6M | +37.1% | +14.4% | +22.8% | +31.9% |
| YTD | -7.4% | +33.9% | -41.3% | -14.0% |
| 1Y | -19.6% | +65.1% | -84.7% | -28.9% |
| 3Y | +33.2% | +49.0% | -15.8% | +10.7% |
| All | +76.3% | +91.4% | -15.1% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling