+34.1%
MSCI vs MSFU
+32.6%
+1.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -2.0% |
| 7D | +2.8% | +2.5% | +0.4% | +2.3% |
| 30D | +15.4% | -1.3% | +16.7% | +15.4% |
| 3M | +13.4% | +8.6% | +4.8% | +11.3% |
| 6M | +10.9% | +48.4% | -37.5% | +1.9% |
| YTD | +13.0% | +1.6% | +11.4% | +9.6% |
| 1Y | +12.0% | -5.8% | +17.8% | +10.1% |
| 3Y | +34.1% | +30.9% | +3.2% | +18.5% |
| All | +34.1% | +32.6% | +1.5% | +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