+30.9%
MSFU vs APD
+11.7%
+19.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +2.5% | -3.7% | +6.1% | +3.3% |
| 30D | -1.3% | +9.6% | -10.9% | -2.9% |
| 3M | +8.6% | +1.6% | +7.0% | +8.4% |
| 6M | +48.4% | +2.2% | +46.2% | +47.9% |
| YTD | +1.6% | +25.9% | -24.3% | -3.1% |
| 1Y | -5.8% | +20.1% | -25.9% | -9.4% |
| 3Y | +30.9% | +12.4% | +18.5% | +25.6% |
| All | +30.9% | +11.7% | +19.3% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling