+64.7%
ABNB vs MSFU
+34.7%
+30.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.3% | -1.1% |
| 7D | +11.2% | +14.6% | -3.4% | +7.5% |
| 30D | +14.7% | +2.1% | +12.6% | +13.7% |
| 3M | +6.9% | +14.7% | -7.8% | +2.8% |
| 6M | +34.5% | +55.7% | -21.2% | +17.8% |
| YTD | +40.2% | +7.1% | +33.1% | +34.0% |
| 1Y | +57.4% | -0.5% | +57.9% | +53.6% |
| 3Y | +64.7% | +35.7% | +29.0% | +38.5% |
| All | +64.7% | +34.7% | +30.0% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling