+69.5%
COST vs MSFU
+25.3%
+44.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -3.2% | -3.2% | 0.0% | -3.0% |
| 30D | -4.0% | -3.1% | -0.8% | -3.8% |
| 3M | -6.5% | +35.3% | -41.7% | -8.9% |
| 6M | -8.5% | +31.6% | -40.1% | -11.3% |
| YTD | +6.0% | -9.5% | +15.5% | +7.7% |
| 1Y | -5.8% | -18.4% | +12.6% | -3.0% |
| All | +69.5% | +25.3% | +44.2% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling