+224.3%
C vs MSFU
+76.3%
+148.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.4% |
| 7D | +3.6% | -5.7% | +9.3% | +4.7% |
| 30D | +0.1% | +4.2% | -4.1% | -0.9% |
| 3M | +2.4% | +27.9% | -25.5% | -3.0% |
| 6M | +24.9% | +37.1% | -12.2% | +15.3% |
| YTD | +19.8% | -7.4% | +27.2% | +18.7% |
| 1Y | +44.9% | -19.6% | +64.5% | +47.4% |
| 3Y | +263.0% | +33.2% | +229.8% | +216.7% |
| All | +224.3% | +76.3% | +148.0% | +155.7% |
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