+97.8%
MSFT vs MSFU
+72.2%
+25.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | +0.1% |
| 7D | -1.4% | -3.2% | +1.8% | +0.3% |
| 30D | -1.0% | -3.1% | +2.1% | +0.5% |
| 3M | +20.2% | +35.3% | -15.1% | -0.5% |
| 6M | +21.3% | +31.6% | -10.3% | +0.5% |
| YTD | +2.8% | -9.5% | +12.3% | +3.7% |
| 1Y | 0.0% | -18.4% | +18.4% | +6.2% |
| 3Y | +51.2% | +26.9% | +24.3% | +14.5% |
| All | +97.8% | +72.2% | +25.5% | +19.1% |
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