+11.9%
IR vs MSFU
+32.9%
-21.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.4% | +1.8% |
| 7D | -2.8% | -5.7% | +2.9% | -2.2% |
| 30D | -15.1% | +4.2% | -19.3% | -15.6% |
| 3M | +6.1% | +27.9% | -21.8% | +2.7% |
| 6M | -16.8% | +37.1% | -53.9% | -21.2% |
| YTD | -3.5% | -7.4% | +3.8% | -2.5% |
| 1Y | -3.5% | -19.6% | +16.1% | +0.6% |
| All | +11.9% | +32.9% | -21.0% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling