+3.0%
GD vs MSFU
+50.1%
-47.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.0% | -2.2% |
| 7D | -3.9% | +1.0% | -4.9% | -3.8% |
| 30D | +8.1% | +0.6% | +7.5% | +8.1% |
| 3M | -6.8% | +16.4% | -23.2% | -7.1% |
| 6M | +3.0% | +53.0% | -50.0% | +0.6% |
| All | +3.0% | +50.1% | -47.1% | +0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling