+194.1%
C vs MSFU
+85.8%
+108.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.3% | +2.4% |
| 7D | -0.4% | -12.7% | +12.2% | +1.9% |
| 30D | -5.3% | -9.0% | +3.7% | -4.0% |
| 3M | -8.0% | +2.9% | -10.9% | -9.0% |
| 6M | -0.3% | +43.5% | -43.8% | -8.4% |
| YTD | +8.6% | -2.4% | +11.1% | +6.2% |
| 1Y | +25.8% | -13.5% | +39.3% | +26.1% |
| 3Y | +221.2% | +19.2% | +201.9% | +186.7% |
| All | +194.1% | +85.8% | +108.4% | +128.8% |
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 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