+226.8%
JPM vs MSFU
+95.0%
+131.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.5% |
| 7D | +1.2% | +4.0% | -2.8% | +0.7% |
| 30D | +2.7% | -2.3% | +5.0% | +2.8% |
| 3M | -4.5% | +7.1% | -11.6% | -5.5% |
| 6M | +14.3% | +48.9% | -34.6% | +7.6% |
| YTD | +8.2% | +2.4% | +5.8% | +6.5% |
| 1Y | +10.0% | -8.1% | +18.1% | +10.1% |
| 3Y | +149.0% | +25.2% | +123.8% | +127.4% |
| All | +226.8% | +95.0% | +131.8% | +171.3% |
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 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