+100.8%
MNST vs MSFU
+85.8%
+15.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.5% |
| 7D | -6.9% | -12.7% | +5.8% | -5.9% |
| 30D | +3.7% | -9.0% | +12.7% | +4.3% |
| 3M | -0.3% | +2.9% | -3.2% | -0.8% |
| 6M | +5.1% | +43.5% | -38.5% | +1.2% |
| YTD | +18.4% | -2.4% | +20.9% | +18.2% |
| 1Y | +26.3% | -13.5% | +39.8% | +27.8% |
| 3Y | +64.3% | +19.2% | +45.0% | +51.6% |
| All | +100.8% | +85.8% | +15.0% | +65.1% |
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