-6.4%
MDB vs MSFU
+32.9%
-39.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | +0.1% | -2.0% |
| 7D | -17.4% | -5.7% | -11.7% | -14.9% |
| 30D | -2.0% | +4.2% | -6.2% | -4.0% |
| 3M | -3.0% | +27.9% | -30.9% | -16.2% |
| 6M | +48.7% | +37.1% | +11.6% | +22.7% |
| YTD | -12.1% | -7.4% | -4.8% | -11.4% |
| 1Y | +14.5% | -19.6% | +34.1% | +23.1% |
| All | -6.4% | +32.9% | -39.3% | -29.0% |
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 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