+26.8%
MDB vs MSFU
+93.3%
-66.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.8% |
| 7D | -11.4% | +2.5% | -13.8% | -13.4% |
| 30D | -13.8% | -1.3% | -12.5% | -13.6% |
| 3M | -15.5% | +8.6% | -24.1% | -19.8% |
| 6M | +17.9% | +48.4% | -30.5% | -10.2% |
| YTD | -25.5% | +1.6% | -27.0% | -29.7% |
| 1Y | -12.1% | -5.8% | -6.3% | -13.5% |
| 3Y | -5.9% | +30.9% | -36.8% | -33.8% |
| All | +26.8% | +93.3% | -66.5% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling