+54.8%
IR vs MSFU
+72.2%
-17.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | +0.6% | -3.2% | +3.8% | +1.1% |
| 30D | -13.6% | -3.1% | -10.5% | -13.3% |
| 3M | +3.7% | +35.3% | -31.6% | -1.9% |
| 6M | -13.1% | +31.6% | -44.6% | -18.3% |
| YTD | -5.1% | -9.5% | +4.4% | -4.7% |
| 1Y | -6.5% | -18.4% | +12.0% | -4.0% |
| 3Y | +8.5% | +26.9% | -18.4% | -5.5% |
| All | +54.8% | +72.2% | -17.5% | +23.0% |
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 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