+79.0%
IR vs MSFU
+103.9%
-24.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.5% | -0.8% | +3.9% |
| 7D | +5.0% | +14.6% | -9.6% | +2.7% |
| 30D | +10.3% | +2.1% | +8.2% | +9.7% |
| 3M | -0.1% | +14.7% | -14.7% | -2.5% |
| 6M | +14.8% | +55.7% | -40.9% | +5.6% |
| YTD | +9.7% | +7.1% | +2.6% | +7.2% |
| 1Y | +12.2% | -0.5% | +12.7% | +11.3% |
| 3Y | +30.0% | +35.7% | -5.8% | +13.3% |
| All | +79.0% | +103.9% | -24.8% | +38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling