+188.8%
C vs MSFU
+103.9%
+84.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +1.5% |
| 7D | -0.9% | +14.6% | -15.5% | -3.4% |
| 30D | -5.4% | +2.1% | -7.5% | -6.0% |
| 3M | -9.2% | +14.7% | -23.8% | -11.8% |
| 6M | -1.8% | +55.7% | -57.5% | -11.0% |
| YTD | +6.7% | +7.1% | -0.4% | +2.6% |
| 1Y | +23.5% | -0.5% | +24.0% | +20.5% |
| 3Y | +219.8% | +35.7% | +184.0% | +178.9% |
| All | +188.8% | +103.9% | +84.9% | +121.2% |
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