+3.0%
ADSK vs MSFU
+73.2%
-70.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.8% | 0.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | -14.9% | +0.5% | -15.4% | -15.0% |
| 3M | +3.3% | +51.9% | -48.5% | -11.7% |
| 6M | -15.7% | +35.0% | -50.6% | -25.7% |
| YTD | -28.2% | -9.0% | -19.2% | -28.2% |
| 1Y | -34.5% | -18.8% | -15.7% | -32.4% |
| 3Y | -2.9% | +25.5% | -28.4% | -22.4% |
| All | +3.0% | +73.2% | -70.2% | -34.2% |
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