+124.5%
IBM vs MSFU
+88.0%
+36.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +1.6% | -2.8% | +4.3% | +1.9% |
| 30D | +9.2% | -5.3% | +14.5% | +9.8% |
| 3M | +4.9% | +7.2% | -2.3% | +3.4% |
| 6M | +16.8% | +51.0% | -34.2% | +8.4% |
| YTD | -14.3% | -1.2% | -13.0% | -17.7% |
| 1Y | -16.7% | -10.3% | -6.4% | -19.2% |
| 3Y | +82.2% | +22.2% | +60.0% | +64.3% |
| All | +124.5% | +88.0% | +36.5% | +87.0% |
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 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