+678.8%
AVGO vs MSFU
+72.2%
+606.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.8% |
| 7D | -0.3% | -3.2% | +2.9% | +0.7% |
| 30D | -13.8% | -3.1% | -10.7% | -13.3% |
| 3M | -6.9% | +35.3% | -42.2% | -19.5% |
| 6M | +11.9% | +31.6% | -19.7% | -4.3% |
| YTD | +6.9% | -9.5% | +16.4% | +6.3% |
| 1Y | +7.4% | -18.4% | +25.8% | +11.9% |
| 3Y | +345.6% | +26.9% | +318.6% | +261.2% |
| All | +678.8% | +72.2% | +606.6% | +441.7% |
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