+76.3%
MSFU vs AR
+5.8%
+70.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.0% |
| 7D | -5.7% | +2.5% | -8.2% | -6.1% |
| 30D | +4.2% | +14.8% | -10.6% | +1.6% |
| 3M | +27.9% | +6.2% | +21.7% | +26.4% |
| 6M | +37.1% | +4.3% | +32.8% | +35.2% |
| YTD | -7.4% | +14.4% | -21.7% | -10.6% |
| 1Y | -19.6% | +21.3% | -40.9% | -23.6% |
| 3Y | +33.2% | +39.8% | -6.6% | +22.6% |
| All | +76.3% | +5.8% | +70.5% | +79.6% |
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