+32.7%
MDB vs MSFU
+103.9%
-71.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.5% | -0.8% | +1.5% |
| 7D | -0.9% | +14.6% | -15.5% | -9.4% |
| 30D | -15.2% | +2.1% | -17.3% | -16.6% |
| 3M | -17.9% | +14.7% | -32.6% | -24.5% |
| 6M | +9.3% | +55.7% | -46.3% | -19.1% |
| YTD | -22.0% | +7.1% | -29.1% | -28.6% |
| 1Y | -9.3% | -0.5% | -8.8% | -13.5% |
| 3Y | -10.4% | +35.7% | -46.1% | -38.1% |
| All | +32.7% | +103.9% | -71.2% | -35.6% |
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