+123.0%
ALL vs MSFU
+93.3%
+29.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -4.4% |
| 7D | -1.9% | +2.5% | -4.4% | -2.1% |
| 30D | +13.8% | -1.3% | +15.1% | +13.7% |
| 3M | -7.0% | +8.6% | -15.6% | -7.4% |
| 6M | +18.0% | +48.4% | -30.4% | +15.7% |
| YTD | +24.2% | +1.6% | +22.6% | +24.4% |
| 1Y | +31.2% | -5.8% | +36.9% | +32.1% |
| 3Y | +107.5% | +30.9% | +76.6% | +98.0% |
| All | +123.0% | +93.3% | +29.7% | +100.9% |
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