-32.3%
ADBE vs MSFU
+72.2%
-104.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -2.7% |
| 7D | -10.1% | -3.2% | -6.9% | -9.0% |
| 30D | -3.0% | -3.1% | +0.1% | -1.9% |
| 3M | +5.0% | +35.3% | -30.3% | -7.5% |
| 6M | -9.3% | +31.6% | -40.9% | -19.7% |
| YTD | -26.5% | -9.5% | -17.0% | -26.4% |
| 1Y | -28.3% | -18.4% | -9.9% | -26.0% |
| 3Y | -54.1% | +26.9% | -81.0% | -64.5% |
| All | -32.3% | +72.2% | -104.5% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling