+145.5%
MO vs MSFU
+21.3%
+124.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +3.3% | -2.8% | +6.1% | +3.2% |
| 30D | +7.5% | -5.3% | +12.8% | +7.3% |
| 3M | +22.8% | +7.2% | +15.5% | +23.5% |
| 6M | +13.4% | +51.0% | -37.6% | +17.4% |
| YTD | +43.0% | -1.2% | +44.2% | +48.4% |
| 1Y | +45.2% | -10.3% | +55.6% | +50.5% |
| 3Y | +145.5% | +22.2% | +123.3% | +153.3% |
| All | +145.5% | +21.3% | +124.2% | +153.3% |
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 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