+461.6%
IBKR vs MSFU
+73.2%
+388.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.0% | +1.9% |
| 7D | -1.3% | -1.8% | +0.4% | -1.0% |
| 30D | -0.2% | +0.5% | -0.7% | -0.4% |
| 3M | +3.0% | +51.9% | -48.9% | -7.5% |
| 6M | +33.9% | +35.0% | -1.1% | +22.3% |
| YTD | +42.5% | -9.0% | +51.5% | +40.6% |
| 1Y | +44.9% | -18.8% | +63.7% | +46.3% |
| 3Y | +293.0% | +25.5% | +267.5% | +255.9% |
| All | +461.6% | +73.2% | +388.4% | +413.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling