-3.5%
MSFU vs FN
-25.7%
+22.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -6.0% | +19.4% | +13.7% |
| 7D | +8.2% | -7.0% | +15.2% | +8.2% |
| 30D | +10.2% | -24.7% | +34.9% | +10.6% |
| 3M | +22.9% | -35.7% | +58.6% | +23.6% |
| 6M | +63.2% | -52.4% | +115.6% | +64.2% |
| YTD | +11.7% | -25.0% | +36.7% | +4.7% |
| 1Y | -3.5% | -25.7% | +22.2% | -10.8% |
| All | -3.5% | -25.7% | +22.2% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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