+103.8%
MA vs MSFU
+93.3%
+10.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +2.3% | +2.5% | -0.2% | +1.7% |
| 30D | +14.7% | -1.3% | +16.0% | +14.6% |
| 3M | +13.5% | +8.6% | +4.9% | +11.4% |
| 6M | +33.1% | +48.4% | -15.3% | +22.5% |
| YTD | +15.1% | +1.6% | +13.5% | +11.6% |
| 1Y | +18.7% | -5.8% | +24.5% | +16.6% |
| 3Y | +72.1% | +30.9% | +41.1% | +48.5% |
| All | +103.8% | +93.3% | +10.4% | +51.2% |
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