+152.7%
JPM vs MSFU
+34.7%
+117.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +1.7% |
| 7D | +0.4% | +14.6% | -14.1% | -1.0% |
| 30D | +2.7% | +2.1% | +0.6% | +2.4% |
| 3M | -3.8% | +14.7% | -18.5% | -5.5% |
| 6M | +14.3% | +55.7% | -41.4% | +7.8% |
| YTD | +8.2% | +7.1% | +1.1% | +6.7% |
| 1Y | +11.0% | -0.5% | +11.5% | +10.7% |
| 3Y | +152.7% | +35.7% | +116.9% | +130.7% |
| All | +152.7% | +34.7% | +117.9% | +130.7% |
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