+97.0%
MSFU vs FN
+197.3%
-100.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -14.2% | +6.9% | -4.6% |
| 7D | +1.0% | -16.0% | +17.0% | +4.2% |
| 30D | +0.6% | -40.1% | +40.7% | +10.3% |
| 3M | +16.4% | -43.9% | +60.3% | +27.5% |
| 6M | +53.0% | -55.6% | +108.6% | +71.7% |
| YTD | +3.5% | -35.7% | +39.1% | +1.6% |
| 1Y | -7.8% | -39.8% | +32.0% | -8.4% |
| 3Y | +35.6% | +80.3% | -44.7% | -8.3% |
| All | +97.0% | +197.3% | -100.3% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling