+85.8%
MSFU vs FTV
+45.0%
+40.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.0% | -4.9% |
| 7D | -12.7% | -0.7% | -12.0% | -12.3% |
| 30D | -9.0% | +18.3% | -27.3% | -16.2% |
| 3M | +2.9% | +10.2% | -7.3% | -1.9% |
| 6M | +43.5% | +12.8% | +30.7% | +33.9% |
| YTD | -2.4% | +23.4% | -25.8% | -14.1% |
| 1Y | -13.5% | +31.4% | -44.9% | -27.0% |
| 3Y | +19.2% | +38.7% | -19.4% | -6.1% |
| All | +85.8% | +45.0% | +40.7% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling