+30.9%
MSFU vs FTV
+33.2%
-2.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +2.5% | +0.2% | +2.2% | +2.6% |
| 30D | -1.3% | +15.7% | -16.9% | -6.7% |
| 3M | +8.6% | +7.5% | +1.1% | +5.6% |
| 6M | +48.4% | +8.5% | +39.9% | +42.8% |
| YTD | +1.6% | +18.8% | -17.2% | -6.7% |
| 1Y | -5.8% | +28.5% | -34.3% | -17.3% |
| 3Y | +30.9% | +34.0% | -3.1% | +26.8% |
| All | +30.9% | +33.2% | -2.2% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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