+93.6%
JNJ vs MSFU
+87.3%
+6.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | +4.1% | -4.9% | +9.0% | +4.0% |
| 30D | +14.0% | -9.1% | +23.1% | +13.8% |
| 3M | +9.2% | +8.7% | +0.5% | +9.6% |
| 6M | +27.8% | +48.3% | -20.5% | +30.0% |
| YTD | +39.2% | -1.6% | +40.8% | +41.1% |
| 1Y | +49.1% | -13.6% | +62.7% | +51.0% |
| 3Y | +109.7% | +20.2% | +89.5% | +109.7% |
| All | +93.6% | +87.3% | +6.3% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling