+36.0%
MSFU vs ADVB
-97.6%
+133.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -9.5% | +2.1% | -7.4% |
| 7D | +1.0% | -28.0% | +29.1% | +1.0% |
| 30D | +0.6% | -70.2% | +70.8% | +0.2% |
| 3M | +16.4% | -76.1% | +92.5% | +15.8% |
| 6M | +53.0% | -72.3% | +125.3% | +47.6% |
| YTD | +3.5% | -67.5% | +70.9% | -0.8% |
| 1Y | -7.8% | -78.6% | +70.7% | -10.8% |
| All | +36.0% | -97.6% | +133.6% | +61.4% |
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