+14.2%
MRSH vs MSFU
+71.2%
-57.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -5.9% | -6.9% | +1.0% | -5.4% |
| 30D | -7.3% | -5.1% | -2.2% | -6.9% |
| 3M | +6.7% | +44.6% | -38.0% | +2.8% |
| 6M | +3.0% | +32.8% | -29.8% | -0.4% |
| YTD | -2.9% | -10.1% | +7.1% | -3.2% |
| 1Y | -9.0% | -19.4% | +10.4% | -8.3% |
| 3Y | -4.3% | +26.2% | -30.5% | -14.1% |
| All | +14.2% | +71.2% | -57.0% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling