+121.0%
IBM vs MSFU
+93.3%
+27.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | -5.0% | +2.5% | -7.4% | -5.5% |
| 30D | +11.1% | -1.3% | +12.4% | +11.1% |
| 3M | +5.7% | +8.6% | -2.9% | +4.0% |
| 6M | +10.1% | +48.4% | -38.3% | +2.5% |
| YTD | -15.6% | +1.6% | -17.2% | -19.2% |
| 1Y | -19.5% | -5.8% | -13.8% | -22.4% |
| 3Y | +80.4% | +30.9% | +49.5% | +61.1% |
| All | +121.0% | +93.3% | +27.7% | +83.5% |
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 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