+40.6%
GLW vs MSFU
-2.2%
+42.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +13.5% | -19.3% | -5.2% |
| 7D | -9.5% | +8.2% | -17.6% | -9.0% |
| 30D | -25.5% | +10.2% | -35.7% | -25.0% |
| 3M | -25.6% | +22.9% | -48.5% | -24.5% |
| 6M | -25.5% | +63.2% | -88.7% | -21.9% |
| YTD | +36.4% | +11.7% | +24.6% | +49.7% |
| 1Y | +40.6% | -3.5% | +44.1% | +60.9% |
| All | +40.6% | -2.2% | +42.8% | +60.9% |
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 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