+153.3%
MP vs MSFU
+32.9%
+120.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.2% | +5.6% | +2.4% |
| 7D | -2.9% | -5.7% | +2.8% | -1.6% |
| 30D | +13.8% | +4.2% | +9.6% | +12.4% |
| 3M | -16.7% | +27.9% | -44.6% | -22.2% |
| 6M | -11.5% | +37.1% | -48.6% | -19.9% |
| YTD | +7.9% | -7.4% | +15.3% | +7.2% |
| 1Y | -15.0% | -19.6% | +4.6% | -13.1% |
| All | +153.3% | +32.9% | +120.4% | +121.7% |
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 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