+1,459.6%
APP vs MSFU
+95.0%
+1,364.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -1.3% |
| 7D | +61.1% | +4.0% | +57.0% | +55.6% |
| 30D | +42.8% | -2.3% | +45.1% | +42.7% |
| 3M | +16.7% | +7.1% | +9.6% | +10.1% |
| 6M | -15.6% | +48.9% | -64.5% | -37.4% |
| YTD | -41.3% | +2.4% | -43.8% | -47.1% |
| 1Y | -39.3% | -8.1% | -31.2% | -41.4% |
| 3Y | +803.2% | +25.2% | +778.0% | +564.9% |
| All | +1,459.6% | +95.0% | +1,364.5% | +677.8% |
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