+32.4%
MSFU vs FTI
+295.6%
-263.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -5.7% | +5.3% | -11.0% | -6.4% |
| 30D | +4.2% | +15.3% | -11.2% | +1.8% |
| 3M | +27.9% | +15.8% | +12.1% | +23.8% |
| 6M | +37.1% | +22.6% | +14.5% | +30.1% |
| YTD | -7.4% | +79.5% | -86.9% | -21.2% |
| 1Y | -19.6% | +102.0% | -121.6% | -34.5% |
| All | +32.4% | +295.6% | -263.2% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling