+115.5%
MMM vs MSFU
+95.0%
+20.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.9% |
| 7D | +7.0% | +4.0% | +2.9% | +6.5% |
| 30D | +18.4% | -2.3% | +20.7% | +18.5% |
| 3M | +4.5% | +7.1% | -2.6% | +3.3% |
| 6M | +33.4% | +48.9% | -15.5% | +25.8% |
| YTD | +20.0% | +2.4% | +17.5% | +18.9% |
| 1Y | +15.0% | -8.1% | +23.1% | +16.2% |
| 3Y | +165.0% | +25.2% | +139.8% | +140.1% |
| All | +115.5% | +95.0% | +20.5% | +73.2% |
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 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