+201.9%
GOOG vs MSFU
+71.2%
+130.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -2.5% | -6.9% | +4.4% | -0.5% |
| 30D | -3.6% | -5.1% | +1.5% | -2.4% |
| 3M | -6.4% | +44.6% | -51.1% | -17.4% |
| 6M | +7.8% | +32.8% | -25.0% | -4.3% |
| YTD | +5.5% | -10.1% | +15.6% | +5.6% |
| 1Y | +38.3% | -19.4% | +57.7% | +43.1% |
| 3Y | +143.1% | +26.2% | +116.9% | +89.0% |
| All | +201.9% | +71.2% | +130.7% | +90.0% |
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