-3.5%
MSFU vs APD
+36.4%
-39.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.9% | +11.6% | +13.6% |
| 7D | +8.2% | +3.8% | +4.4% | +8.6% |
| 30D | +10.2% | +14.1% | -3.9% | +11.6% |
| 3M | +22.9% | +8.2% | +14.7% | +24.1% |
| 6M | +63.2% | +7.5% | +55.7% | +64.0% |
| YTD | +11.7% | +31.7% | -19.9% | +20.9% |
| 1Y | -3.5% | +35.1% | -38.6% | +6.1% |
| All | -3.5% | +36.4% | -39.9% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling