+14.0%
MSCI vs MSFU
+46.9%
-33.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.4% |
| 7D | -1.9% | -12.7% | +10.8% | -0.1% |
| 30D | +16.5% | -9.0% | +25.5% | +17.7% |
| 3M | +18.2% | +2.9% | +15.3% | +17.2% |
| 6M | +14.0% | +43.5% | -29.6% | +7.5% |
| All | +14.0% | +46.9% | -33.0% | +7.5% |
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 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