+62.9%
MNST vs MSFU
+32.6%
+30.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.6% | -4.3% |
| 7D | -3.4% | +2.5% | -5.9% | -3.5% |
| 30D | +6.6% | -1.3% | +7.9% | +6.6% |
| 3M | -2.9% | +8.6% | -11.5% | -3.2% |
| 6M | +18.4% | +48.4% | -30.0% | +16.7% |
| YTD | +19.3% | +1.6% | +17.7% | +19.7% |
| 1Y | +37.9% | -5.8% | +43.7% | +38.9% |
| 3Y | +62.9% | +30.9% | +31.9% | +53.5% |
| All | +62.9% | +32.6% | +30.3% | +53.5% |
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