+23.8%
MDLZ vs MSFU
+88.0%
-64.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +2.3% | -2.8% | +5.1% | +2.3% |
| 30D | +7.9% | -5.3% | +13.3% | +8.0% |
| 3M | +7.3% | +7.2% | 0.0% | +7.2% |
| 6M | +11.7% | +51.0% | -39.3% | +11.2% |
| YTD | +28.7% | -1.2% | +30.0% | +29.9% |
| 1Y | +22.8% | -10.3% | +33.1% | +24.4% |
| 3Y | +6.6% | +22.2% | -15.6% | +3.4% |
| All | +23.8% | +88.0% | -64.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling