+11.8%
MP vs MSFU
+93.3%
-81.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.9% | +6.8% | +5.4% |
| 7D | -10.5% | +2.5% | -13.0% | -11.6% |
| 30D | -23.5% | -1.3% | -22.2% | -23.7% |
| 3M | -25.4% | +8.6% | -34.1% | -27.8% |
| 6M | -51.3% | +48.4% | -99.7% | -57.7% |
| YTD | -29.9% | +1.6% | -31.5% | -32.7% |
| 1Y | -31.8% | -5.8% | -26.1% | -33.0% |
| 3Y | +127.0% | +30.9% | +96.0% | +84.1% |
| All | +11.8% | +93.3% | -81.5% | -27.7% |
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 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