+122.2%
ALL vs MSFU
+103.9%
+18.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.6% |
| 7D | -3.9% | +14.6% | -18.5% | -4.4% |
| 30D | +10.6% | +2.1% | +8.5% | +10.4% |
| 3M | -4.6% | +14.7% | -19.2% | -5.2% |
| 6M | +20.2% | +55.7% | -35.5% | +17.6% |
| YTD | +23.7% | +7.1% | +16.6% | +23.6% |
| 1Y | +27.9% | -0.5% | +28.4% | +28.5% |
| 3Y | +109.2% | +35.7% | +73.4% | +99.4% |
| All | +122.2% | +103.9% | +18.3% | +99.6% |
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