+75.8%
IR vs MSFU
+87.3%
-11.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +4.3% | -4.9% | +9.2% | +5.0% |
| 30D | +8.1% | -9.1% | +17.2% | +9.4% |
| 3M | +0.7% | +8.7% | -8.0% | -1.0% |
| 6M | +16.6% | +48.3% | -31.7% | +7.9% |
| YTD | +7.8% | -1.6% | +9.4% | +6.6% |
| 1Y | +9.9% | -13.6% | +23.5% | +12.1% |
| 3Y | +25.2% | +20.2% | +5.0% | +11.6% |
| All | +75.8% | +87.3% | -11.5% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling