+6.6%
MP vs MSFU
+97.0%
-90.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -7.4% | +1.3% | -4.0% |
| 7D | -19.0% | +1.0% | -20.0% | -19.5% |
| 30D | -30.5% | +0.6% | -31.1% | -31.0% |
| 3M | -29.6% | +16.4% | -46.0% | -33.2% |
| 6M | -50.4% | +53.0% | -103.4% | -57.4% |
| YTD | -33.2% | +3.5% | -36.7% | -36.2% |
| 1Y | -38.6% | -7.8% | -30.7% | -39.1% |
| 3Y | +105.5% | +35.6% | +69.9% | +64.6% |
| All | +6.6% | +97.0% | -90.4% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling