+71.3%
GD vs MSFU
+76.3%
-5.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.5% |
| 7D | -5.3% | -5.7% | +0.4% | -4.9% |
| 30D | -6.4% | +4.2% | -10.6% | -6.7% |
| 3M | +5.7% | +27.9% | -22.2% | +3.4% |
| 6M | -0.9% | +37.1% | -38.1% | -4.2% |
| YTD | +8.2% | -7.4% | +15.5% | +8.1% |
| 1Y | +13.4% | -19.6% | +33.0% | +14.8% |
| 3Y | +68.5% | +33.2% | +35.3% | +56.8% |
| All | +71.3% | +76.3% | -5.0% | +55.0% |
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