+106.8%
JNJ vs MSFU
+19.9%
+87.0%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | -0.4% |
| 7D | +1.5% | -12.7% | +14.1% | +0.8% |
| 30D | +6.3% | -9.0% | +15.3% | +5.8% |
| 3M | +8.5% | +2.9% | +5.5% | +8.9% |
| 6M | +28.0% | +43.5% | -15.5% | +32.0% |
| YTD | +37.7% | -2.4% | +40.1% | +39.8% |
| 1Y | +47.9% | -13.5% | +61.4% | +49.3% |
| All | +106.8% | +19.9% | +87.0% | +111.8% |
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