+119.3%
COST vs MSFU
+88.0%
+31.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +5.0% | -2.8% | +7.8% | +5.2% |
| 30D | +12.8% | -5.3% | +18.1% | +13.1% |
| 3M | +15.2% | +7.2% | +7.9% | +13.8% |
| 6M | +7.4% | +51.0% | -43.6% | +0.9% |
| YTD | +29.0% | -1.2% | +30.3% | +28.4% |
| 1Y | +20.3% | -10.3% | +30.6% | +21.8% |
| 3Y | +99.0% | +22.2% | +76.8% | +81.0% |
| All | +119.3% | +88.0% | +31.3% | +77.5% |
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