+454.9%
IBKR vs MSFU
+70.7%
+384.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +1.3% | -2.3% | +3.6% | +1.8% |
| 30D | -0.3% | -6.3% | +5.9% | +0.9% |
| 3M | +4.7% | +40.0% | -35.3% | -4.2% |
| 6M | +34.0% | +30.1% | +3.9% | +23.5% |
| YTD | +40.8% | -10.3% | +51.1% | +39.3% |
| 1Y | +45.7% | -19.0% | +64.8% | +47.2% |
| 3Y | +288.4% | +25.8% | +262.6% | +252.3% |
| All | +454.9% | +70.7% | +384.2% | +408.7% |
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