+25.2%
MSFU vs FN
+106.7%
-81.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.4% | -3.5% |
| 7D | +4.0% | -4.1% | +8.1% | +4.5% |
| 30D | -2.3% | -28.3% | +26.0% | +2.7% |
| 3M | +7.1% | -33.9% | +41.0% | +13.0% |
| 6M | +48.9% | -43.9% | +92.8% | +58.1% |
| YTD | +2.4% | -23.4% | +25.9% | -3.6% |
| 1Y | -8.1% | -25.4% | +17.3% | -13.6% |
| 3Y | +25.2% | +107.9% | -82.7% | -12.0% |
| All | +25.2% | +106.7% | -81.6% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling