+88.0%
MSFU vs FTI
+731.1%
-643.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -2.8% | +4.3% | -7.1% | -3.4% |
| 30D | -5.3% | -4.7% | -0.6% | -4.8% |
| 3M | +7.2% | -13.5% | +20.8% | +9.3% |
| 6M | +51.0% | -8.7% | +59.7% | +51.6% |
| YTD | -1.2% | +49.0% | -50.3% | -11.8% |
| 1Y | -10.3% | +54.0% | -64.3% | -20.7% |
| 3Y | +22.2% | +211.6% | -189.4% | -7.3% |
| All | +88.0% | +731.1% | -643.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling