+95.0%
MSFU vs A
+42.3%
+52.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -3.8% |
| 7D | +4.0% | +1.4% | +2.7% | +3.6% |
| 30D | -2.3% | +4.3% | -6.6% | -3.8% |
| 3M | +7.1% | +19.8% | -12.7% | -0.7% |
| 6M | +48.9% | +54.4% | -5.5% | +22.5% |
| YTD | +2.4% | +31.7% | -29.3% | -9.9% |
| 1Y | -8.1% | +22.4% | -30.5% | -16.6% |
| 3Y | +25.2% | +67.7% | -42.5% | -9.3% |
| All | +95.0% | +42.3% | +52.8% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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