+3.7%
F vs MSFU
-2.2%
+5.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.5% | -10.5% | +2.8% |
| 7D | +6.0% | +8.2% | -2.1% | +6.0% |
| 30D | +4.3% | +10.2% | -5.9% | +4.2% |
| 3M | -10.1% | +22.9% | -33.0% | -10.2% |
| 6M | +12.8% | +63.2% | -50.4% | +13.9% |
| YTD | -0.1% | +11.7% | -11.8% | -1.7% |
| 1Y | +3.7% | -3.5% | +7.2% | +1.7% |
| All | +3.7% | -2.2% | +5.9% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling