+606.9%
GEV vs MSFU
-8.7%
+615.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -1.9% | -6.9% | +5.0% | -0.4% |
| 30D | -8.7% | -5.1% | -3.6% | -7.9% |
| 3M | +6.6% | +44.6% | -38.0% | -4.0% |
| 6M | +10.2% | +32.8% | -22.6% | -0.6% |
| YTD | +41.6% | -10.1% | +51.7% | +44.7% |
| 1Y | +43.9% | -19.4% | +63.3% | +52.6% |
| All | +606.9% | -8.7% | +615.6% | +546.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling