+16.3%
MRSH vs MSFU
+72.2%
-56.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -2.6% |
| 7D | -3.8% | -3.2% | -0.6% | -3.5% |
| 30D | -5.8% | -3.1% | -2.7% | -5.6% |
| 3M | +11.7% | +35.3% | -23.6% | +8.3% |
| 6M | -0.3% | +31.6% | -31.9% | -3.6% |
| YTD | -1.1% | -9.5% | +8.4% | -1.5% |
| 1Y | -9.5% | -18.4% | +9.0% | -8.9% |
| 3Y | -2.6% | +26.9% | -29.5% | -12.6% |
| All | +16.3% | +72.2% | -56.0% | -5.8% |
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