+1,130.3%
APP vs MSFU
+72.2%
+1,058.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -1.4% |
| 7D | +0.1% | -3.2% | +3.2% | +1.5% |
| 30D | -10.0% | -3.1% | -6.9% | -9.0% |
| 3M | -44.6% | +35.3% | -79.9% | -55.6% |
| 6M | -37.9% | +31.6% | -69.5% | -50.4% |
| YTD | -53.7% | -9.5% | -44.2% | -54.6% |
| 1Y | -43.0% | -18.4% | -24.5% | -41.2% |
| 3Y | +640.8% | +26.9% | +613.8% | +436.4% |
| All | +1,130.3% | +72.2% | +1,058.1% | +566.7% |
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