+32.3%
MSCI vs MSFU
+29.5%
+2.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +6.0% | +2.3% |
| 7D | +2.7% | +4.0% | -1.4% | +1.9% |
| 30D | +16.2% | -2.3% | +18.6% | +16.4% |
| 3M | +17.1% | +7.1% | +10.0% | +15.1% |
| 6M | +13.0% | +48.9% | -35.9% | +3.8% |
| YTD | +15.8% | +2.4% | +13.3% | +12.1% |
| 1Y | +15.5% | -8.1% | +23.6% | +14.1% |
| 3Y | +32.3% | +25.2% | +7.1% | +18.5% |
| All | +32.3% | +29.5% | +2.8% | +18.5% |
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