+33.5%
MSFU vs ADVB
-97.5%
+131.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.2% | -6.1% | -1.9% |
| 7D | +2.5% | -13.9% | +16.4% | +2.4% |
| 30D | -1.3% | -68.1% | +66.8% | -1.7% |
| 3M | +8.6% | -73.4% | +82.0% | +8.2% |
| 6M | +48.4% | -70.8% | +119.2% | +43.2% |
| YTD | +1.6% | -66.1% | +67.7% | -2.7% |
| 1Y | -5.8% | -77.5% | +71.7% | -8.8% |
| All | +33.5% | -97.5% | +131.0% | +58.4% |
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