+287.1%
GLW vs MSFU
+103.9%
+183.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +5.5% | +3.8% | +8.5% |
| 7D | -5.9% | +14.6% | -20.5% | -7.5% |
| 30D | -26.0% | +2.1% | -28.1% | -26.2% |
| 3M | -29.9% | +14.7% | -44.5% | -31.2% |
| 6M | -37.8% | +55.7% | -93.4% | -42.0% |
| YTD | +33.1% | +7.1% | +26.0% | +32.4% |
| 1Y | +36.8% | -0.5% | +37.3% | +38.4% |
| 3Y | +356.1% | +35.7% | +320.3% | +312.8% |
| All | +287.1% | +103.9% | +183.2% | +215.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling