+122.2%
GLD vs MSFU
+88.0%
+34.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.6% | -2.8% | -1.8% | -4.5% |
| 30D | -5.5% | -5.3% | -0.2% | -5.3% |
| 3M | -10.9% | +7.2% | -18.1% | -11.2% |
| 6M | -17.4% | +51.0% | -68.4% | -19.1% |
| YTD | -10.3% | -1.2% | -9.1% | -11.2% |
| 1Y | -7.2% | -10.3% | +3.2% | -7.8% |
| 3Y | +96.9% | +22.2% | +74.7% | +90.6% |
| All | +122.2% | +88.0% | +34.2% | +108.0% |
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 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