-13.6%
MSFU vs APD
+23.7%
-37.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -4.9% | +2.2% | -7.1% | -5.0% |
| 30D | -9.1% | +9.4% | -18.5% | -8.6% |
| 3M | +8.7% | +4.7% | +4.0% | +9.1% |
| 6M | +48.3% | +5.5% | +42.8% | +47.5% |
| YTD | -1.6% | +31.4% | -33.0% | +6.2% |
| 1Y | -13.6% | +24.1% | -37.7% | -8.6% |
| All | -13.6% | +23.7% | -37.2% | -8.6% |
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