+15.2%
MP vs MSFU
+95.0%
-79.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -2.2% |
| 7D | -3.6% | +4.0% | -7.7% | -5.0% |
| 30D | -21.0% | -2.3% | -18.7% | -20.8% |
| 3M | -33.3% | +7.1% | -40.4% | -35.2% |
| 6M | -45.9% | +48.9% | -94.8% | -53.1% |
| YTD | -27.8% | +2.4% | -30.3% | -30.9% |
| 1Y | -43.2% | -8.1% | -35.1% | -43.7% |
| 3Y | +144.0% | +25.2% | +118.9% | +102.2% |
| All | +15.2% | +95.0% | -79.9% | -25.6% |
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