+220.2%
B vs MSFU
+76.3%
+143.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +2.0% | -1.7% |
| 7D | -1.6% | -5.7% | +4.1% | -0.9% |
| 30D | +9.4% | +4.2% | +5.3% | +8.7% |
| 3M | +5.0% | +27.9% | -22.9% | +0.8% |
| 6M | -3.5% | +37.1% | -40.7% | -8.9% |
| YTD | +4.5% | -7.4% | +11.8% | +3.7% |
| 1Y | +67.8% | -19.6% | +87.4% | +69.4% |
| 3Y | +196.7% | +33.2% | +163.5% | +161.2% |
| All | +220.2% | +76.3% | +143.9% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling