+108.6%
MSFT vs MSFU
+85.8%
+22.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | +0.3% |
| 7D | -6.2% | -12.7% | +6.4% | +0.7% |
| 30D | -3.7% | -9.0% | +5.3% | +0.7% |
| 3M | +3.6% | +2.9% | +0.7% | +0.8% |
| 6M | +26.8% | +43.5% | -16.7% | +0.1% |
| YTD | +8.4% | -2.4% | +10.9% | +4.0% |
| 1Y | +3.3% | -13.5% | +16.8% | +5.8% |
| 3Y | +44.3% | +19.2% | +25.1% | +14.2% |
| All | +108.6% | +85.8% | +22.9% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling