+109.7%
MSFT vs MSFU
+88.0%
+21.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -1.3% | -2.8% | +1.5% | +0.1% |
| 30D | -1.8% | -5.3% | +3.5% | +0.5% |
| 3M | +5.6% | +7.2% | -1.6% | +0.5% |
| 6M | +29.8% | +51.0% | -21.2% | -0.4% |
| YTD | +9.0% | -1.2% | +10.3% | +3.8% |
| 1Y | +4.9% | -10.3% | +15.3% | +5.3% |
| 3Y | +46.2% | +22.2% | +24.0% | +14.0% |
| All | +109.7% | +88.0% | +21.7% | +19.3% |
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