+174.8%
MS vs MSFU
+34.7%
+140.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.3% | +2.2% |
| 7D | +0.7% | +14.6% | -13.8% | -1.6% |
| 30D | -0.9% | +2.1% | -3.0% | -1.4% |
| 3M | -13.0% | +14.7% | -27.6% | -15.3% |
| 6M | -2.0% | +55.7% | -57.6% | -10.6% |
| YTD | +7.8% | +7.1% | +0.7% | +4.9% |
| 1Y | +17.9% | -0.5% | +18.4% | +16.6% |
| 3Y | +174.8% | +35.7% | +139.0% | +149.5% |
| All | +174.8% | +34.7% | +140.0% | +149.5% |
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