+85.8%
MSFU vs APD
+42.6%
+43.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.0% |
| 7D | -12.7% | -1.2% | -11.5% | -12.3% |
| 30D | -9.0% | +11.0% | -20.0% | -11.6% |
| 3M | +2.9% | +2.6% | +0.4% | +2.2% |
| 6M | +43.5% | +4.8% | +38.7% | +41.6% |
| YTD | -2.4% | +31.0% | -33.4% | -10.3% |
| 1Y | -13.5% | +23.4% | -36.9% | -19.3% |
| 3Y | +19.2% | +28.4% | -9.1% | +8.4% |
| All | +85.8% | +42.6% | +43.2% | +47.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling