+121.0%
GOOG vs MSFU
+21.3%
+99.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +3.0% | -2.8% | +5.8% | +3.5% |
| 30D | -14.9% | -5.3% | -9.6% | -14.2% |
| 3M | -14.9% | +7.2% | -22.1% | -16.6% |
| 6M | -26.6% | +51.0% | -77.6% | -33.9% |
| YTD | -6.6% | -1.2% | -5.4% | -7.7% |
| 1Y | +5.1% | -10.3% | +15.4% | +6.8% |
| 3Y | +121.0% | +22.2% | +98.7% | +83.0% |
| All | +121.0% | +21.3% | +99.6% | +83.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling