+93.3%
MSFU vs FIVE
+82.4%
+10.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.5% | -0.3% | +2.7% | +2.7% |
| 30D | -1.3% | +17.7% | -18.9% | -4.5% |
| 3M | +8.6% | +4.0% | +4.7% | +7.4% |
| 6M | +48.4% | +2.6% | +45.8% | +46.6% |
| YTD | +1.6% | +27.6% | -26.0% | -4.7% |
| 1Y | -5.8% | +59.9% | -65.7% | -15.9% |
| 3Y | +30.9% | +35.8% | -4.8% | +12.0% |
| All | +93.3% | +82.4% | +10.9% | +38.1% |
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