+37.7%
MDB vs MSFU
+87.3%
-49.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | +11.6% | -4.9% | +16.5% | +14.5% |
| 30D | -8.9% | -9.1% | +0.2% | -4.4% |
| 3M | -22.4% | +8.7% | -31.1% | -26.5% |
| 6M | +10.1% | +48.3% | -38.2% | -16.5% |
| YTD | -19.0% | -1.6% | -17.4% | -22.4% |
| 1Y | -7.0% | -13.6% | +6.6% | -3.5% |
| 3Y | -9.8% | +20.2% | -30.1% | -32.7% |
| All | +37.7% | +87.3% | -49.6% | -30.0% |
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