+186.8%
GS vs MSFU
+35.1%
+151.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.4% | +1.0% | -5.0% |
| 7D | -6.3% | +1.0% | -7.4% | -6.6% |
| 30D | -3.1% | +0.6% | -3.7% | -3.4% |
| 3M | -17.7% | +16.4% | -34.0% | -20.1% |
| 6M | -4.6% | +53.0% | -57.5% | -12.8% |
| YTD | +0.3% | +3.5% | -3.2% | -1.6% |
| 1Y | +11.7% | -7.8% | +19.6% | +12.8% |
| All | +186.8% | +35.1% | +151.7% | +160.9% |
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 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