+121.9%
GLD vs MSFU
+87.3%
+34.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | -5.5% | -4.9% | -0.6% | -5.3% |
| 30D | -7.0% | -9.1% | +2.1% | -6.7% |
| 3M | -12.4% | +8.7% | -21.0% | -12.7% |
| 6M | -18.0% | +48.3% | -66.3% | -19.6% |
| YTD | -10.5% | -1.6% | -8.8% | -11.3% |
| 1Y | -8.1% | -13.6% | +5.5% | -8.6% |
| 3Y | +97.7% | +20.2% | +77.5% | +91.6% |
| All | +121.9% | +87.3% | +34.6% | +107.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling