+123.5%
GM vs MSFU
+71.2%
+52.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.8% |
| 7D | -1.1% | -6.9% | +5.9% | -0.2% |
| 30D | -3.4% | -5.1% | +1.7% | -2.8% |
| 3M | +8.7% | +44.6% | -36.0% | +2.7% |
| 6M | +15.4% | +32.8% | -17.4% | +9.5% |
| YTD | +6.6% | -10.1% | +16.7% | +7.0% |
| 1Y | +51.5% | -19.4% | +70.9% | +54.5% |
| 3Y | +169.3% | +26.2% | +143.2% | +134.6% |
| All | +123.5% | +71.2% | +52.3% | +77.9% |
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 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