-10.5%
MDB vs MSFU
+19.9%
-30.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | +4.2% |
| 7D | +3.0% | -12.7% | +15.6% | +10.1% |
| 30D | -11.3% | -9.0% | -2.3% | -7.5% |
| 3M | -23.0% | +2.9% | -25.9% | -24.5% |
| 6M | +14.8% | +43.5% | -28.8% | -7.2% |
| YTD | -19.4% | -2.4% | -17.0% | -21.2% |
| 1Y | -9.0% | -13.5% | +4.5% | -5.2% |
| All | -10.5% | +19.9% | -30.4% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling