+72.2%
MSFU vs FTI
+880.4%
-808.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.0% |
| 7D | -3.2% | -0.2% | -3.0% | -3.1% |
| 30D | -3.1% | +12.3% | -15.5% | -4.9% |
| 3M | +35.3% | +13.8% | +21.5% | +31.4% |
| 6M | +31.6% | +24.3% | +7.3% | +24.9% |
| YTD | -9.5% | +75.8% | -85.3% | -20.9% |
| 1Y | -18.4% | +99.6% | -118.0% | -31.3% |
| 3Y | +26.9% | +278.4% | -251.5% | -6.3% |
| All | +72.2% | +880.4% | -808.1% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling