+22.0%
MDLZ vs MSFU
+87.3%
-65.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -0.4% | -4.9% | +4.5% | -0.4% |
| 30D | +8.2% | -9.1% | +17.3% | +8.3% |
| 3M | +8.0% | +8.7% | -0.7% | +7.9% |
| 6M | +9.7% | +48.3% | -38.5% | +9.3% |
| YTD | +26.9% | -1.6% | +28.5% | +28.0% |
| 1Y | +20.9% | -13.6% | +34.5% | +22.7% |
| 3Y | +5.3% | +20.2% | -14.9% | +2.3% |
| All | +22.0% | +87.3% | -65.3% | +11.3% |
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 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