+103.9%
MSFU vs APD
+39.8%
+64.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.4% | +4.9% |
| 7D | +14.6% | -1.6% | +16.2% | +15.2% |
| 30D | +2.1% | +10.6% | -8.5% | -0.6% |
| 3M | +14.7% | +2.5% | +12.1% | +13.9% |
| 6M | +55.7% | +6.0% | +49.7% | +53.2% |
| YTD | +7.1% | +28.4% | -21.3% | -1.0% |
| 1Y | -0.5% | +22.2% | -22.7% | -6.9% |
| 3Y | +35.7% | +26.6% | +9.2% | +23.8% |
| All | +103.9% | +39.8% | +64.1% | +62.3% |
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