+9.1%
IR vs MSFU
-2.2%
+11.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.5% | -13.9% | -0.2% |
| 7D | +11.6% | +8.2% | +3.4% | +11.7% |
| 30D | +7.2% | +10.2% | -3.0% | +7.4% |
| 3M | -5.9% | +22.9% | -28.8% | -5.4% |
| 6M | +11.5% | +63.2% | -51.7% | +14.2% |
| YTD | +6.3% | +11.7% | -5.4% | +2.7% |
| 1Y | +9.1% | -3.5% | +12.6% | +4.4% |
| All | +9.1% | -2.2% | +11.3% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling