+22.2%
MSFU vs AR
+48.6%
-26.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.8% | +7.4% | -10.1% | -4.0% |
| 30D | -5.3% | +5.8% | -11.1% | -6.6% |
| 3M | +7.2% | +5.2% | +2.0% | +5.7% |
| 6M | +51.0% | +5.4% | +45.5% | +48.6% |
| YTD | -1.2% | +12.4% | -13.7% | -5.3% |
| 1Y | -10.3% | +12.8% | -23.1% | -14.3% |
| 3Y | +22.2% | +47.2% | -25.0% | +10.5% |
| All | +22.2% | +48.6% | -26.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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