+226.9%
C vs MSFU
+73.2%
+153.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +0.8% | -1.8% | +2.6% | +1.1% |
| 30D | +0.9% | +0.5% | +0.4% | +0.7% |
| 3M | +1.1% | +51.9% | -50.8% | -7.5% |
| 6M | +28.4% | +35.0% | -6.6% | +18.8% |
| YTD | +20.8% | -9.0% | +29.8% | +20.0% |
| 1Y | +43.4% | -18.8% | +62.3% | +45.5% |
| 3Y | +274.9% | +25.5% | +249.4% | +231.1% |
| All | +226.9% | +73.2% | +153.7% | +158.5% |
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