+13.4%
AA vs MSFU
+72.2%
-58.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.9% | +4.1% |
| 7D | +1.7% | -3.2% | +4.8% | +2.4% |
| 30D | +3.3% | -3.1% | +6.5% | +3.9% |
| 3M | -29.4% | +35.3% | -64.7% | -35.8% |
| 6M | -12.8% | +31.6% | -44.4% | -21.5% |
| YTD | -2.1% | -9.5% | +7.4% | -2.6% |
| 1Y | +62.8% | -18.4% | +81.2% | +67.0% |
| 3Y | +90.5% | +26.9% | +63.5% | +52.5% |
| All | +13.4% | +72.2% | -58.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling