-13.8%
GLD vs MSFU
+39.7%
-53.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.3% | -0.6% |
| 7D | -0.5% | -5.7% | +5.2% | -0.2% |
| 30D | +4.4% | +4.2% | +0.2% | +4.1% |
| 3M | -1.1% | +27.9% | -29.0% | -3.0% |
| 6M | -13.8% | +37.1% | -50.9% | -14.9% |
| All | -13.8% | +39.7% | -53.4% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling