+78.7%
COST vs MSFU
+70.7%
+8.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.8% | -2.3% | -0.4% | -2.6% |
| 30D | -5.3% | -6.3% | +1.0% | -4.7% |
| 3M | -6.7% | +40.0% | -46.6% | -10.8% |
| 6M | -9.9% | +30.1% | -40.0% | -13.9% |
| YTD | +5.1% | -10.3% | +15.5% | +6.2% |
| 1Y | -7.3% | -19.0% | +11.7% | -5.0% |
| 3Y | +70.4% | +25.8% | +44.6% | +52.5% |
| All | +78.7% | +70.7% | +8.0% | +46.8% |
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