+27.6%
IR vs MSFU
+32.6%
-5.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.2% | +1.6% |
| 7D | +3.7% | +2.5% | +1.2% | +3.2% |
| 30D | +7.4% | -1.3% | +8.7% | +7.4% |
| 3M | -5.9% | +8.6% | -14.6% | -7.1% |
| 6M | +5.6% | +48.4% | -42.8% | -0.2% |
| YTD | +4.8% | +1.6% | +3.3% | +4.7% |
| 1Y | +6.9% | -5.8% | +12.7% | +8.5% |
| 3Y | +27.6% | +30.9% | -3.4% | +16.3% |
| All | +27.6% | +32.6% | -5.1% | +16.3% |
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 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