+244.4%
AVGO vs MSFU
+32.6%
+211.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.4% |
| 7D | -9.9% | +2.5% | -12.4% | -10.9% |
| 30D | -22.0% | -1.3% | -20.7% | -21.8% |
| 3M | -30.0% | +8.6% | -38.7% | -32.6% |
| 6M | -30.7% | +48.4% | -79.1% | -42.3% |
| YTD | -14.7% | +1.6% | -16.2% | -17.3% |
| 1Y | -16.8% | -5.8% | -11.0% | -16.2% |
| 3Y | +244.4% | +30.9% | +213.5% | +176.1% |
| All | +244.4% | +32.6% | +211.8% | +176.1% |
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