+85.8%
MSFU vs ACWI
+99.9%
-14.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.2% | -5.9% | -6.9% |
| 7D | -12.7% | -0.7% | -12.0% | -11.5% |
| 30D | -9.0% | -2.0% | -7.0% | -5.1% |
| 3M | +2.9% | -2.2% | +5.1% | +7.8% |
| 6M | +43.5% | +1.9% | +41.7% | +39.7% |
| YTD | -2.4% | +12.0% | -14.4% | -20.5% |
| 1Y | -13.5% | +12.5% | -26.0% | -30.2% |
| 3Y | +19.2% | +75.4% | -56.2% | -56.7% |
| All | +85.8% | +99.9% | -14.2% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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