+95.0%
MSFU vs APD
+41.2%
+53.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.4% |
| 7D | +4.0% | -0.2% | +4.3% | +4.3% |
| 30D | -2.3% | +11.0% | -13.3% | -5.1% |
| 3M | +7.1% | +2.0% | +5.1% | +6.6% |
| 6M | +48.9% | +7.1% | +41.8% | +46.1% |
| YTD | +2.4% | +29.8% | -27.3% | -5.6% |
| 1Y | -8.1% | +24.0% | -32.1% | -14.4% |
| 3Y | +25.2% | +27.2% | -2.0% | +14.1% |
| All | +95.0% | +41.2% | +53.8% | +54.8% |
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