+54.9%
GD vs MSFU
+35.1%
+19.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.0% | -2.0% |
| 7D | -3.9% | +1.0% | -4.9% | -4.0% |
| 30D | +8.1% | +0.6% | +7.5% | +7.9% |
| 3M | -6.8% | +16.4% | -23.2% | -7.7% |
| 6M | +3.0% | +53.0% | -50.0% | -0.2% |
| YTD | +7.8% | +3.5% | +4.3% | +7.1% |
| 1Y | +5.8% | -7.8% | +13.6% | +6.3% |
| All | +54.9% | +35.1% | +19.7% | +45.3% |
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 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