+29.9%
MSFU vs FND
-47.1%
+77.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.5% |
| 7D | -5.7% | -5.2% | -0.5% | -4.8% |
| 30D | +4.2% | -19.9% | +24.0% | +8.0% |
| 3M | +27.9% | +2.7% | +25.2% | +26.3% |
| 6M | +37.1% | -21.7% | +58.8% | +42.0% |
| YTD | -7.4% | -17.5% | +10.1% | -5.3% |
| 1Y | -19.6% | -39.3% | +19.7% | -13.1% |
| All | +29.9% | -47.1% | +77.1% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling