+3.0%
MDLZ vs MSFU
-18.4%
+21.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.4% |
| 7D | 0.0% | -3.2% | +3.2% | -0.1% |
| 30D | -1.6% | -3.1% | +1.6% | -1.7% |
| 3M | +0.9% | +35.3% | -34.4% | +2.6% |
| 6M | +7.3% | +31.6% | -24.3% | +9.4% |
| YTD | +16.4% | -9.5% | +26.0% | +17.9% |
| 1Y | +3.0% | -18.4% | +21.4% | +3.7% |
| All | +3.0% | -18.4% | +21.4% | +3.7% |
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