+110.0%
IAU vs MSFU
+34.7%
+75.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.6% | +1.6% |
| 7D | +4.9% | +14.6% | -9.7% | +4.4% |
| 30D | -1.4% | +2.1% | -3.5% | -1.5% |
| 3M | -4.8% | +14.7% | -19.4% | -5.2% |
| 6M | -12.5% | +55.7% | -68.1% | -13.9% |
| YTD | -4.2% | +7.1% | -11.3% | -5.6% |
| 1Y | +3.1% | -0.5% | +3.6% | +1.7% |
| 3Y | +110.0% | +35.7% | +74.3% | +107.1% |
| All | +110.0% | +34.7% | +75.2% | +107.1% |
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