+643.2%
GEV vs MSFU
-8.2%
+651.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.3% | +5.4% | +3.6% |
| 7D | +8.1% | -3.2% | +11.3% | +8.8% |
| 30D | -1.9% | -3.1% | +1.2% | -1.5% |
| 3M | +4.1% | +35.3% | -31.2% | -4.4% |
| 6M | +23.2% | +31.6% | -8.4% | +11.6% |
| YTD | +48.9% | -9.5% | +58.4% | +51.9% |
| 1Y | +62.2% | -18.4% | +80.6% | +71.4% |
| All | +643.2% | -8.2% | +651.4% | +579.0% |
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 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