-0.8%
MSFT vs MSFU
-18.4%
+17.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.1% | +0.1% |
| 7D | -2.7% | -5.7% | +3.0% | +0.1% |
| 30D | +2.7% | +4.2% | -1.5% | +0.4% |
| 3M | +17.0% | +27.9% | -10.9% | +1.2% |
| 6M | +23.8% | +37.1% | -13.3% | +2.3% |
| YTD | +4.0% | -7.4% | +11.4% | +3.1% |
| 1Y | -0.8% | -19.6% | +18.8% | +4.8% |
| All | -0.8% | -18.4% | +17.6% | +4.8% |
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