+52.3%
GM vs MSFU
-18.4%
+70.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +0.7% |
| 7D | +1.7% | -5.7% | +7.4% | +1.8% |
| 30D | -1.6% | +4.2% | -5.7% | -1.6% |
| 3M | +5.7% | +27.9% | -22.2% | +5.7% |
| 6M | +12.2% | +37.1% | -25.0% | +11.4% |
| YTD | +8.4% | -7.4% | +15.8% | +6.9% |
| 1Y | +52.3% | -19.6% | +71.9% | +51.4% |
| All | +52.3% | -18.4% | +70.7% | +51.4% |
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