+125.4%
IAU vs MSFU
+29.4%
+96.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.7% |
| 7D | +0.7% | -3.2% | +3.9% | +0.8% |
| 30D | +0.3% | -3.1% | +3.5% | +0.4% |
| 3M | +0.7% | +35.3% | -34.6% | -0.4% |
| 6M | -15.5% | +31.6% | -47.1% | -16.5% |
| YTD | +1.0% | -9.5% | +10.5% | 0.0% |
| 1Y | +19.6% | -18.4% | +38.0% | +18.4% |
| 3Y | +125.4% | +26.9% | +98.5% | +124.5% |
| All | +125.4% | +29.4% | +96.1% | +124.5% |
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