+157.1%
MMM vs MSFU
+32.6%
+124.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | +6.2% | +2.5% | +3.7% | +6.0% |
| 30D | +14.2% | -1.3% | +15.5% | +14.2% |
| 3M | +2.9% | +8.6% | -5.7% | +2.0% |
| 6M | +27.6% | +48.4% | -20.8% | +22.3% |
| YTD | +17.3% | +1.6% | +15.7% | +17.9% |
| 1Y | +15.1% | -5.8% | +20.9% | +17.0% |
| 3Y | +157.1% | +30.9% | +126.2% | +143.2% |
| All | +157.1% | +32.6% | +124.5% | +143.2% |
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 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