+93.3%
MSFU vs FND
-33.6%
+127.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.7% |
| 7D | +2.5% | +7.7% | -5.2% | +0.7% |
| 30D | -1.3% | +11.9% | -13.1% | -4.2% |
| 3M | +8.6% | -14.6% | +23.2% | +12.6% |
| 6M | +48.4% | +0.5% | +47.9% | +45.8% |
| YTD | +1.6% | -15.8% | +17.4% | +3.8% |
| 1Y | -5.8% | -12.9% | +7.2% | -5.2% |
| 3Y | +30.9% | -34.2% | +65.1% | +27.6% |
| All | +93.3% | -33.6% | +127.0% | +77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling