+80.6%
MA vs MSFU
+76.3%
+4.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.4% |
| 7D | -2.7% | -5.7% | +3.0% | -1.8% |
| 30D | +1.5% | +4.2% | -2.6% | +0.7% |
| 3M | +20.4% | +27.9% | -7.5% | +14.3% |
| 6M | +11.1% | +37.1% | -26.0% | +3.5% |
| YTD | +2.0% | -7.4% | +9.3% | +0.7% |
| 1Y | -2.2% | -19.6% | +17.5% | -0.9% |
| 3Y | +41.9% | +33.2% | +8.7% | +20.9% |
| All | +80.6% | +76.3% | +4.2% | +36.5% |
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 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