-2.4%
GLD vs MSFU
-6.0%
+3.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.3% | +1.7% | -2.4% |
| 7D | +2.8% | +4.0% | -1.2% | +2.5% |
| 30D | -4.0% | -2.3% | -1.6% | -3.9% |
| 3M | -8.2% | +7.1% | -15.3% | -8.6% |
| 6M | -14.8% | +48.9% | -63.8% | -16.8% |
| YTD | -6.8% | +2.4% | -9.2% | -8.8% |
| 1Y | -2.4% | -8.1% | +5.7% | -4.3% |
| All | -2.4% | -6.0% | +3.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling