+36.4%
APA vs MSFU
+72.2%
-35.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.0% |
| 7D | -1.7% | -3.2% | +1.5% | -1.4% |
| 30D | +15.7% | -3.1% | +18.9% | +16.0% |
| 3M | +16.5% | +35.3% | -18.8% | +12.7% |
| 6M | +35.1% | +31.6% | +3.5% | +30.4% |
| YTD | +82.2% | -9.5% | +91.7% | +85.2% |
| 1Y | +102.5% | -18.4% | +120.9% | +108.8% |
| 3Y | +10.3% | +26.9% | -16.6% | -2.8% |
| All | +36.4% | +72.2% | -35.8% | +14.4% |
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