+359.0%
GLW vs MSFU
+20.9%
+338.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +15.5% | -4.9% | +20.5% | +16.1% |
| 30D | -19.6% | -9.1% | -10.5% | -18.7% |
| 3M | -28.5% | +8.7% | -37.2% | -29.1% |
| 6M | -39.5% | +48.3% | -87.8% | -42.5% |
| YTD | +37.2% | -1.6% | +38.8% | +40.7% |
| 1Y | +35.4% | -13.6% | +49.0% | +43.7% |
| All | +359.0% | +20.9% | +338.1% | +351.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling