+892.4%
APP vs MSFU
+32.6%
+859.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.9% | +11.7% | +10.7% |
| 7D | +71.2% | +2.5% | +68.8% | +66.8% |
| 30D | +39.1% | -1.3% | +40.4% | +38.0% |
| 3M | +16.5% | +8.6% | +7.9% | +9.6% |
| 6M | -16.6% | +48.4% | -65.0% | -36.4% |
| YTD | -41.9% | +1.6% | -43.5% | -46.5% |
| 1Y | -37.0% | -5.8% | -31.3% | -39.3% |
| 3Y | +892.4% | +30.9% | +861.5% | +601.8% |
| All | +892.4% | +32.6% | +859.8% | +601.8% |
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 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