+166.1%
B vs MSFU
+32.6%
+133.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.7% |
| 7D | +9.6% | +2.5% | +7.1% | +9.2% |
| 30D | +3.5% | -1.3% | +4.8% | +3.6% |
| 3M | -1.6% | +8.6% | -10.2% | -2.6% |
| 6M | -1.7% | +48.4% | -50.1% | -6.3% |
| YTD | -5.3% | +1.6% | -6.9% | -7.0% |
| 1Y | +27.2% | -5.8% | +33.0% | +25.7% |
| 3Y | +166.1% | +30.9% | +135.2% | +148.3% |
| All | +166.1% | +32.6% | +133.5% | +148.3% |
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