+76.3%
MSFU vs FND
-34.9%
+111.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.9% | -4.6% |
| 7D | -5.7% | -5.2% | -0.5% | -4.4% |
| 30D | +4.2% | -19.9% | +24.0% | +9.9% |
| 3M | +27.9% | +2.7% | +25.2% | +25.4% |
| 6M | +37.1% | -21.7% | +58.8% | +44.1% |
| YTD | -7.4% | -17.5% | +10.1% | -4.7% |
| 1Y | -19.6% | -39.3% | +19.7% | -10.1% |
| 3Y | +33.2% | -49.8% | +83.0% | +46.5% |
| All | +76.3% | -34.9% | +111.3% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling