+188.4%
GS vs MSFU
+93.3%
+95.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | 0.0% |
| 7D | -3.2% | +2.5% | -5.7% | -3.7% |
| 30D | -2.4% | -1.3% | -1.1% | -2.3% |
| 3M | -15.7% | +8.6% | -24.4% | -17.3% |
| 6M | -6.8% | +48.4% | -55.2% | -14.8% |
| YTD | -0.1% | +1.6% | -1.6% | -2.5% |
| 1Y | +12.1% | -5.8% | +17.9% | +11.2% |
| 3Y | +185.8% | +30.9% | +154.8% | +150.2% |
| All | +188.4% | +93.3% | +95.1% | +128.9% |
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