+180.5%
C vs MSFU
+97.0%
+83.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -7.4% | +2.3% | -3.8% |
| 7D | -5.3% | +1.0% | -6.3% | -5.6% |
| 30D | -7.3% | +0.6% | -7.9% | -7.7% |
| 3M | -13.5% | +16.4% | -29.9% | -16.2% |
| 6M | -6.5% | +53.0% | -59.5% | -15.0% |
| YTD | +3.6% | +3.5% | +0.1% | +0.3% |
| 1Y | +18.9% | -7.8% | +26.7% | +17.9% |
| 3Y | +205.0% | +35.6% | +169.4% | +165.7% |
| All | +180.5% | +97.0% | +83.5% | +116.1% |
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