-3.5%
MSFU vs AS
+3.3%
-6.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.1% | +8.4% | +11.9% |
| 7D | +8.2% | +13.8% | -5.6% | +4.1% |
| 30D | +10.2% | +16.7% | -6.5% | +5.3% |
| 3M | +22.9% | -11.5% | +34.4% | +26.7% |
| 6M | +63.2% | -5.5% | +68.7% | +64.4% |
| YTD | +11.7% | -14.2% | +25.9% | +14.1% |
| 1Y | -3.5% | +2.1% | -5.6% | -3.2% |
| All | -3.5% | +3.3% | -6.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling