+4.1%
MDLZ vs MSFU
-18.4%
+22.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.5% |
| 7D | -1.7% | -5.7% | +4.0% | -2.0% |
| 30D | -2.1% | +4.2% | -6.3% | -1.8% |
| 3M | +1.3% | +27.9% | -26.6% | +2.6% |
| 6M | +6.2% | +37.1% | -30.9% | +8.5% |
| YTD | +15.8% | -7.4% | +23.2% | +17.2% |
| 1Y | +4.1% | -19.6% | +23.7% | +4.6% |
| All | +4.1% | -18.4% | +22.6% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling