+230.7%
JPM vs MSFU
+88.0%
+142.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | -2.8% | +6.3% | +3.8% |
| 30D | +3.3% | -5.3% | +8.6% | +3.8% |
| 3M | -4.2% | +7.2% | -11.4% | -5.3% |
| 6M | +16.4% | +51.0% | -34.6% | +9.2% |
| YTD | +9.5% | -1.2% | +10.8% | +8.2% |
| 1Y | +14.0% | -10.3% | +24.3% | +14.3% |
| 3Y | +153.1% | +22.2% | +130.9% | +131.6% |
| All | +230.7% | +88.0% | +142.7% | +175.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling