-2.5%
MS vs MSFU
+50.1%
-52.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.4% | +1.4% | -5.3% |
| 7D | -3.4% | +1.0% | -4.4% | -3.4% |
| 30D | -3.9% | +0.6% | -4.5% | -3.9% |
| 3M | -15.9% | +16.4% | -32.3% | -16.4% |
| 6M | -2.5% | +53.0% | -55.5% | -1.6% |
| All | -2.5% | +50.1% | -52.6% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling