-13.6%
MSFU vs FN
-21.9%
+8.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.1% |
| 7D | -4.9% | +20.8% | -25.7% | -5.9% |
| 30D | -9.1% | -17.3% | +8.2% | -9.0% |
| 3M | +8.7% | -38.1% | +46.8% | +9.3% |
| 6M | +48.3% | -44.2% | +92.5% | +47.2% |
| YTD | -1.6% | -22.3% | +20.7% | -8.3% |
| 1Y | -13.6% | -20.9% | +7.3% | -21.4% |
| All | -13.6% | -21.9% | +8.3% | -21.4% |
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