+97.0%
MSFU vs AR
-2.3%
+99.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.8% | -4.6% | -6.9% |
| 7D | +1.0% | -11.7% | +12.7% | +3.0% |
| 30D | +0.6% | +1.8% | -1.2% | -0.1% |
| 3M | +16.4% | +6.0% | +10.4% | +14.6% |
| 6M | +53.0% | -7.0% | +60.0% | +54.0% |
| YTD | +3.5% | +5.6% | -2.1% | +0.9% |
| 1Y | -7.8% | +10.8% | -18.7% | -11.2% |
| 3Y | +35.6% | +19.3% | +16.2% | +27.9% |
| All | +97.0% | -2.3% | +99.3% | +102.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling