+46.4%
MSCI vs MSFU
+85.8%
-39.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.8% |
| 7D | -1.9% | -12.7% | +10.8% | +0.9% |
| 30D | +16.5% | -9.0% | +25.5% | +18.4% |
| 3M | +18.2% | +2.9% | +15.3% | +16.6% |
| 6M | +14.0% | +43.5% | -29.6% | +2.3% |
| YTD | +16.6% | -2.4% | +19.0% | +13.3% |
| 1Y | +14.8% | -13.5% | +28.3% | +15.0% |
| 3Y | +33.3% | +19.2% | +14.0% | +13.4% |
| All | +46.4% | +85.8% | -39.3% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling