+13.7%
MSCI vs MSFU
-1.7%
+15.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | +0.1% |
| 7D | +1.5% | +14.6% | -13.1% | -0.4% |
| 30D | +14.4% | +2.1% | +12.3% | +13.8% |
| 3M | +15.2% | +14.7% | +0.5% | +12.6% |
| 6M | +11.2% | +55.7% | -44.4% | +3.5% |
| YTD | +13.9% | +7.1% | +6.8% | +6.7% |
| All | +13.7% | -1.7% | +15.3% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling