+202.5%
B vs MSFU
+103.9%
+98.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.2% | +3.5% |
| 7D | +11.3% | +14.6% | -3.3% | +9.3% |
| 30D | +2.9% | +2.1% | +0.8% | +2.5% |
| 3M | -2.9% | +14.7% | -17.5% | -4.8% |
| 6M | -1.2% | +55.7% | -56.9% | -7.9% |
| YTD | -1.3% | +7.1% | -8.4% | -4.0% |
| 1Y | +30.4% | -0.5% | +30.9% | +28.1% |
| 3Y | +195.3% | +35.7% | +159.5% | +163.0% |
| All | +202.5% | +103.9% | +98.6% | +133.9% |
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 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