+117.4%
GM vs MSFU
+70.7%
+46.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -1.1% | -2.3% | +1.2% | -0.8% |
| 30D | -4.6% | -6.3% | +1.7% | -3.9% |
| 3M | +0.2% | +40.0% | -39.7% | -4.8% |
| 6M | +12.6% | +30.1% | -17.5% | +7.2% |
| YTD | +3.7% | -10.3% | +14.0% | +4.1% |
| 1Y | +45.6% | -19.0% | +64.7% | +48.4% |
| 3Y | +162.0% | +25.8% | +136.2% | +128.3% |
| All | +117.4% | +70.7% | +46.7% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling