+91.8%
MMM vs MSFU
+76.3%
+15.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.6% |
| 7D | -3.3% | -5.7% | +2.4% | -2.7% |
| 30D | -7.0% | +4.2% | -11.2% | -7.6% |
| 3M | +10.8% | +27.9% | -17.1% | +7.2% |
| 6M | +5.8% | +37.1% | -31.3% | +0.3% |
| YTD | +6.8% | -7.4% | +14.1% | +7.3% |
| 1Y | +10.4% | -19.6% | +30.0% | +13.4% |
| 3Y | +104.7% | +33.2% | +71.5% | +81.4% |
| All | +91.8% | +76.3% | +15.5% | +56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling