+240.9%
JPM vs MSFU
+76.3%
+164.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.2% | -0.5% |
| 7D | +0.3% | -5.7% | +6.0% | +0.9% |
| 30D | -0.2% | +4.2% | -4.3% | -0.7% |
| 3M | +15.9% | +27.9% | -12.0% | +11.8% |
| 6M | +20.9% | +37.1% | -16.2% | +14.5% |
| YTD | +12.9% | -7.4% | +20.3% | +12.7% |
| 1Y | +20.3% | -19.6% | +39.9% | +22.6% |
| 3Y | +160.9% | +33.2% | +127.7% | +135.3% |
| All | +240.9% | +76.3% | +164.6% | +187.1% |
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