+97.0%
MSFU vs ACWI
+93.6%
+3.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.8% | -3.6% | -0.4% |
| 7D | +1.0% | -4.0% | +5.1% | +9.4% |
| 30D | +0.6% | -5.8% | +6.4% | +12.9% |
| 3M | +16.4% | -5.0% | +21.4% | +28.7% |
| 6M | +53.0% | +0.7% | +52.3% | +51.8% |
| YTD | +3.5% | +8.4% | -4.9% | -10.6% |
| 1Y | -7.8% | +10.1% | -18.0% | -22.6% |
| 3Y | +35.6% | +70.8% | -35.2% | -48.2% |
| All | +97.0% | +93.6% | +3.4% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling