+72.2%
MSFU vs FTV
+20.7%
+51.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -1.9% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | -3.1% | -8.3% | +5.2% | +1.1% |
| 3M | +35.3% | -7.4% | +42.7% | +39.6% |
| 6M | +31.6% | -1.2% | +32.8% | +30.7% |
| YTD | -9.5% | +2.7% | -12.2% | -12.8% |
| 1Y | -18.4% | +18.4% | -36.9% | -28.6% |
| 3Y | +26.9% | -2.0% | +29.0% | +24.4% |
| All | +72.2% | +20.7% | +51.5% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling