+133.4%
ALL vs MSFU
+87.3%
+46.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.7% |
| 7D | 0.0% | -4.9% | +4.9% | +0.2% |
| 30D | +12.8% | -9.1% | +21.9% | +13.1% |
| 3M | +4.7% | +8.7% | -4.0% | +4.2% |
| 6M | +24.9% | +48.3% | -23.3% | +22.4% |
| YTD | +30.0% | -1.6% | +31.6% | +30.3% |
| 1Y | +29.9% | -13.6% | +43.5% | +31.6% |
| 3Y | +117.5% | +20.2% | +97.3% | +108.7% |
| All | +133.4% | +87.3% | +46.1% | +110.4% |
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