-7.8%
LOW vs MSFU
+29.4%
-37.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.7% |
| 7D | +0.4% | -3.2% | +3.5% | +0.5% |
| 30D | -10.1% | -3.1% | -7.0% | -10.0% |
| 3M | -2.9% | +35.3% | -38.1% | -4.3% |
| 6M | -19.4% | +31.6% | -51.0% | -21.0% |
| YTD | -15.4% | -9.5% | -5.9% | -14.7% |
| 1Y | -24.9% | -18.4% | -6.5% | -23.7% |
| 3Y | -7.8% | +26.9% | -34.7% | -19.5% |
| All | -7.8% | +29.4% | -37.2% | -19.5% |
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