+21.7%
MDLZ vs MSFU
-9.0%
+30.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.3% |
| 7D | +1.7% | +2.5% | -0.8% | +1.9% |
| 30D | +11.2% | -1.3% | +12.5% | +11.2% |
| 3M | +6.1% | +8.6% | -2.5% | +6.9% |
| 6M | +8.6% | +48.4% | -39.8% | +11.4% |
| YTD | +25.8% | +1.6% | +24.3% | +28.7% |
| 1Y | +21.7% | -5.8% | +27.4% | +24.2% |
| All | +21.7% | -9.0% | +30.7% | +24.2% |
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