+20.7%
GM vs MSFU
-13.0%
+33.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.2% | -2.8% | +2.6% | -0.1% |
| 30D | +3.6% | -5.3% | +8.9% | +3.8% |
| 3M | -0.2% | +7.2% | -7.5% | -0.4% |
| 6M | +13.9% | +51.0% | -37.1% | +13.6% |
| YTD | +6.5% | -1.2% | +7.7% | +3.4% |
| 1Y | +20.7% | -10.3% | +31.0% | +15.5% |
| All | +20.7% | -13.0% | +33.6% | +15.5% |
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 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