+111.9%
IBM vs MSFU
+76.3%
+35.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.7% |
| 7D | -0.3% | -5.7% | +5.4% | +0.6% |
| 30D | +0.3% | +4.2% | -3.9% | -0.4% |
| 3M | -21.6% | +27.9% | -49.5% | -25.2% |
| 6M | -4.7% | +37.1% | -41.8% | -10.1% |
| YTD | -19.1% | -7.4% | -11.7% | -21.2% |
| 1Y | -2.5% | -19.6% | +17.1% | -3.7% |
| 3Y | +74.2% | +33.2% | +41.0% | +55.6% |
| All | +111.9% | +76.3% | +35.6% | +79.0% |
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 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