+63.2%
MET vs MSFU
+70.7%
-7.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -0.8% | -2.3% | +1.6% | -0.4% |
| 30D | -1.4% | -6.3% | +4.9% | -0.6% |
| 3M | +12.5% | +40.0% | -27.4% | +6.5% |
| 6M | +37.1% | +30.1% | +7.0% | +30.0% |
| YTD | +23.8% | -10.3% | +34.1% | +23.2% |
| 1Y | +24.1% | -19.0% | +43.2% | +25.4% |
| 3Y | +65.2% | +25.8% | +39.4% | +49.2% |
| All | +63.2% | +70.7% | -7.6% | +41.7% |
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 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