+115.6%
COST vs MSFU
+85.8%
+29.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.8% | +6.8% | +2.5% |
| 7D | +3.9% | -12.7% | +16.6% | +5.3% |
| 30D | +13.5% | -9.0% | +22.5% | +14.3% |
| 3M | +15.3% | +2.9% | +12.4% | +14.4% |
| 6M | +9.2% | +43.5% | -34.4% | +3.2% |
| YTD | +26.9% | -2.4% | +29.3% | +26.4% |
| 1Y | +19.7% | -13.5% | +33.2% | +21.9% |
| 3Y | +96.0% | +19.2% | +76.8% | +79.0% |
| All | +115.6% | +85.8% | +29.8% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling