+93.3%
MSFU vs FN
+231.9%
-138.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +11.7% | -13.5% | -4.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.0% |
| 30D | -1.3% | -34.3% | +33.0% | +6.1% |
| 3M | +8.6% | -39.9% | +48.5% | +17.3% |
| 6M | +48.4% | -51.8% | +100.2% | +63.9% |
| YTD | +1.6% | -28.1% | +29.7% | -2.5% |
| 1Y | -5.8% | -29.1% | +23.3% | -9.9% |
| 3Y | +30.9% | +102.4% | -71.5% | -13.6% |
| All | +93.3% | +231.9% | -138.6% | -3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling