+266.1%
GE vs MSFU
+21.3%
+244.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.7% | -2.8% | +5.4% | +3.0% |
| 30D | +8.1% | -5.3% | +13.4% | +8.7% |
| 3M | -7.9% | +7.2% | -15.1% | -9.1% |
| 6M | +12.9% | +51.0% | -38.1% | +4.8% |
| YTD | +8.2% | -1.2% | +9.4% | +8.2% |
| 1Y | +9.7% | -10.3% | +20.0% | +12.5% |
| 3Y | +266.1% | +22.2% | +243.9% | +223.9% |
| All | +266.1% | +21.3% | +244.8% | +223.9% |
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 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