+78.6%
COST vs MSFU
+71.2%
+7.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.5% | -6.9% | +4.5% | -1.7% |
| 30D | -4.4% | -5.1% | +0.7% | -4.0% |
| 3M | -8.1% | +44.6% | -52.7% | -12.5% |
| 6M | -9.2% | +32.8% | -42.1% | -13.5% |
| YTD | +5.1% | -10.1% | +15.2% | +6.1% |
| 1Y | -5.1% | -19.4% | +14.3% | -2.6% |
| 3Y | +70.4% | +26.2% | +44.2% | +52.4% |
| All | +78.6% | +71.2% | +7.4% | +46.7% |
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 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