+209.1%
GS vs MSFU
+112.7%
+96.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +13.5% | -9.9% | +1.1% |
| 7D | +0.3% | +8.2% | -7.9% | -1.3% |
| 30D | +3.9% | +10.2% | -6.3% | +1.9% |
| 3M | -11.4% | +22.9% | -34.3% | -15.1% |
| 6M | +3.7% | +63.2% | -59.5% | -6.9% |
| YTD | +7.1% | +11.7% | -4.6% | +2.7% |
| 1Y | +19.7% | -3.5% | +23.1% | +18.6% |
| 3Y | +202.8% | +46.4% | +156.5% | +159.6% |
| All | +209.1% | +112.7% | +96.5% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling