+34.6%
MDB vs MSFU
+95.0%
-60.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.3% | +5.8% | +3.9% |
| 7D | -1.0% | +4.0% | -5.1% | -4.3% |
| 30D | -14.0% | -2.3% | -11.7% | -13.3% |
| 3M | -20.3% | +7.1% | -27.4% | -23.9% |
| 6M | +10.9% | +48.9% | -38.0% | -15.9% |
| YTD | -20.9% | +2.4% | -23.3% | -25.8% |
| 1Y | -11.2% | -8.1% | -3.1% | -11.2% |
| 3Y | -11.9% | +25.2% | -37.1% | -35.7% |
| All | +34.6% | +95.0% | -60.5% | -33.1% |
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 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