+85.8%
MSFU vs FN
+274.4%
-188.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.9% | -10.6% | -5.9% |
| 7D | -12.7% | +8.0% | -20.7% | -14.2% |
| 30D | -9.0% | -19.1% | +10.2% | -6.0% |
| 3M | +2.9% | -29.8% | +32.8% | +7.8% |
| 6M | +43.5% | -43.2% | +86.7% | +53.3% |
| YTD | -2.4% | -18.9% | +16.5% | -8.7% |
| 1Y | -13.5% | -17.9% | +4.4% | -19.9% |
| 3Y | +19.2% | +120.1% | -100.9% | -22.5% |
| All | +85.8% | +274.4% | -188.7% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling