+76.3%
MSFU vs FTV
+21.6%
+54.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.7% |
| 7D | -5.7% | -4.5% | -1.2% | -3.5% |
| 30D | +4.2% | -7.1% | +11.2% | +8.0% |
| 3M | +27.9% | -7.2% | +35.1% | +31.9% |
| 6M | +37.1% | -1.5% | +38.6% | +36.5% |
| YTD | -7.4% | +3.5% | -10.8% | -11.0% |
| 1Y | -19.6% | +20.3% | -40.0% | -30.3% |
| 3Y | +33.2% | -3.1% | +36.3% | +32.0% |
| All | +76.3% | +21.6% | +54.7% | +36.9% |
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