+653.5%
APP vs MSFU
+32.9%
+620.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +4.2% |
| 7D | +0.9% | -5.7% | +6.6% | +3.5% |
| 30D | -23.3% | +4.2% | -27.4% | -25.7% |
| 3M | -42.6% | +27.9% | -70.5% | -51.3% |
| 6M | -33.6% | +37.1% | -70.7% | -46.9% |
| YTD | -52.4% | -7.4% | -45.1% | -53.5% |
| 1Y | -35.9% | -19.6% | -16.3% | -32.5% |
| All | +653.5% | +32.9% | +620.7% | +488.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling