+106.5%
MO vs MSFU
+70.7%
+35.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | -2.4% | -2.3% | -0.1% | -2.4% |
| 30D | +3.6% | -6.3% | +9.8% | +3.4% |
| 3M | -3.7% | +40.0% | -43.7% | -2.5% |
| 6M | +4.5% | +30.1% | -25.6% | +5.8% |
| YTD | +21.5% | -10.3% | +31.8% | +24.4% |
| 1Y | +9.5% | -19.0% | +28.6% | +12.5% |
| 3Y | +93.6% | +25.8% | +67.8% | +91.5% |
| All | +106.5% | +70.7% | +35.8% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling