+171.1%
CSCO vs MSFU
+72.2%
+98.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | -0.5% | -3.2% | +2.6% | -0.2% |
| 30D | -10.1% | -3.1% | -7.0% | -9.9% |
| 3M | -11.7% | +35.3% | -47.0% | -16.0% |
| 6M | +40.1% | +31.6% | +8.5% | +32.7% |
| YTD | +43.8% | -9.5% | +53.3% | +44.8% |
| 1Y | +66.6% | -18.4% | +85.0% | +70.5% |
| 3Y | +108.5% | +26.9% | +81.6% | +85.6% |
| All | +171.1% | +72.2% | +98.8% | +121.3% |
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