-19.4%
MSFU vs FND
-45.8%
+26.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | -6.9% | -5.1% | -1.9% | -6.4% |
| 30D | -5.1% | -22.5% | +17.4% | -2.5% |
| 3M | +44.6% | -5.0% | +49.6% | +44.9% |
| 6M | +32.8% | -21.5% | +54.3% | +35.7% |
| YTD | -10.1% | -23.0% | +13.0% | -7.3% |
| 1Y | -19.4% | -44.9% | +25.5% | -16.9% |
| All | -19.4% | -45.8% | +26.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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