+2.9%
ADSK vs MSFU
+72.2%
-69.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.9% |
| 7D | -14.3% | -3.2% | -11.2% | -13.4% |
| 30D | -14.8% | -3.1% | -11.7% | -14.0% |
| 3M | -5.7% | +35.3% | -41.0% | -16.1% |
| 6M | -18.7% | +31.6% | -50.3% | -27.7% |
| YTD | -28.3% | -9.5% | -18.8% | -28.2% |
| 1Y | -35.1% | -18.4% | -16.6% | -33.1% |
| 3Y | -3.2% | +26.9% | -30.1% | -23.1% |
| All | +2.9% | +72.2% | -69.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling