+164.6%
MMM vs MSFU
+19.9%
+144.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +0.2% |
| 7D | -2.6% | -12.7% | +10.1% | -1.4% |
| 30D | +17.4% | -9.0% | +26.4% | +18.2% |
| 3M | +3.6% | +2.9% | +0.7% | +3.1% |
| 6M | +33.0% | +43.5% | -10.5% | +27.9% |
| YTD | +19.6% | -2.4% | +22.1% | +20.7% |
| 1Y | +14.0% | -13.5% | +27.5% | +17.4% |
| All | +164.6% | +19.9% | +144.8% | +153.6% |
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