+21.7%
MSFU vs ADVB
-88.3%
+110.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.2% |
| 7D | -5.7% | -3.8% | -1.9% | -5.7% |
| 30D | +4.2% | +17.6% | -13.4% | +4.2% |
| 3M | +27.9% | +119.1% | -91.2% | +23.8% |
| 6M | +37.1% | +103.4% | -66.3% | +31.0% |
| YTD | -7.4% | +59.8% | -67.2% | -10.7% |
| 1Y | -19.6% | +8.5% | -28.2% | -22.6% |
| All | +21.7% | -88.3% | +110.1% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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