+76.3%
MSFU vs APD
+35.4%
+41.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | -5.7% | -2.2% | -3.5% | -5.1% |
| 30D | +4.2% | +2.1% | +2.1% | +3.6% |
| 3M | +27.9% | +7.2% | +20.7% | +25.7% |
| 6M | +37.1% | +11.2% | +25.9% | +32.7% |
| YTD | -7.4% | +24.4% | -31.8% | -13.6% |
| 1Y | -19.6% | +6.7% | -26.3% | -21.2% |
| 3Y | +33.2% | +9.2% | +24.0% | +28.3% |
| All | +76.3% | +35.4% | +41.0% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling