+74.8%
GD vs MSFU
+112.7%
-37.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +13.5% | -16.0% | -3.4% |
| 7D | +3.0% | +8.2% | -5.2% | +2.4% |
| 30D | +10.5% | +10.2% | +0.3% | +9.7% |
| 3M | -5.0% | +22.9% | -27.8% | -6.5% |
| 6M | +5.5% | +63.2% | -57.7% | +1.1% |
| YTD | +10.3% | +11.7% | -1.4% | +8.7% |
| 1Y | +8.2% | -3.5% | +11.6% | +8.0% |
| 3Y | +59.0% | +46.4% | +12.7% | +47.6% |
| All | +74.8% | +112.7% | -37.9% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling