+27.5%
MDT vs MSFU
+29.4%
-1.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.8% |
| 7D | +0.4% | -3.2% | +3.5% | +0.4% |
| 30D | +6.0% | -3.1% | +9.1% | +6.0% |
| 3M | +15.5% | +35.3% | -19.7% | +14.6% |
| 6M | +3.4% | +31.6% | -28.2% | +2.3% |
| YTD | -2.2% | -9.5% | +7.4% | -2.0% |
| 1Y | +2.6% | -18.4% | +21.0% | +3.2% |
| 3Y | +27.5% | +26.9% | +0.6% | +21.8% |
| All | +27.5% | +29.4% | -1.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling