+93.3%
MSFU vs AR
-3.1%
+96.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.7% |
| 7D | +2.5% | -14.3% | +16.7% | +5.0% |
| 30D | -1.3% | +1.4% | -2.7% | -1.9% |
| 3M | +8.6% | +3.4% | +5.3% | +7.4% |
| 6M | +48.4% | -2.1% | +50.5% | +48.1% |
| YTD | +1.6% | +4.7% | -3.1% | -0.8% |
| 1Y | -5.8% | +10.6% | -16.3% | -9.2% |
| 3Y | +30.9% | +24.6% | +6.4% | +22.7% |
| All | +93.3% | -3.1% | +96.5% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling