+23.4%
LOW vs MSFU
+88.0%
-64.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +1.4% | -2.8% | +4.2% | +1.7% |
| 30D | +21.7% | -5.3% | +27.0% | +22.1% |
| 3M | +5.0% | +7.2% | -2.2% | +4.0% |
| 6M | +4.6% | +51.0% | -46.4% | -1.0% |
| YTD | -3.5% | -1.2% | -2.3% | -4.0% |
| 1Y | +0.5% | -10.3% | +10.9% | +1.5% |
| 3Y | +24.8% | +22.2% | +2.6% | +11.7% |
| All | +23.4% | +88.0% | -64.6% | -6.8% |
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