+116.8%
MAR vs MSFU
+72.2%
+44.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -1.7% | -3.2% | +1.4% | -1.3% |
| 30D | -6.9% | -3.1% | -3.8% | -6.6% |
| 3M | -15.8% | +35.3% | -51.1% | -20.5% |
| 6M | +1.9% | +31.6% | -29.6% | -4.5% |
| YTD | +6.6% | -9.5% | +16.1% | +6.8% |
| 1Y | +23.7% | -18.4% | +42.1% | +26.2% |
| 3Y | +64.6% | +26.9% | +37.7% | +43.7% |
| All | +116.8% | +72.2% | +44.6% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling