+4.3%
MO vs MSFU
+39.7%
-35.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -1.5% |
| 7D | +0.3% | -5.7% | +6.0% | -0.5% |
| 30D | +0.6% | +4.2% | -3.5% | +1.5% |
| 3M | -1.0% | +27.9% | -28.9% | +4.3% |
| 6M | +4.3% | +37.1% | -32.8% | +11.2% |
| All | +4.3% | +39.7% | -35.3% | +11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling