+620.7%
GEV vs MSFU
-6.0%
+626.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.9% |
| 7D | +3.3% | -5.7% | +9.0% | +4.6% |
| 30D | -7.5% | +4.2% | -11.6% | -8.7% |
| 3M | -2.2% | +27.9% | -30.1% | -8.5% |
| 6M | +12.1% | +37.1% | -25.0% | +0.4% |
| YTD | +44.4% | -7.4% | +51.8% | +46.6% |
| 1Y | +57.7% | -19.6% | +77.3% | +68.9% |
| All | +620.7% | -6.0% | +626.7% | +555.2% |
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