-7.8%
MSFU vs AS
0.0%
-7.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.3% | -5.1% | -6.7% |
| 7D | +1.0% | +7.1% | -6.1% | -0.9% |
| 30D | +0.6% | +12.8% | -12.2% | -2.8% |
| 3M | +16.4% | -14.7% | +31.1% | +21.4% |
| 6M | +53.0% | -9.9% | +62.9% | +56.5% |
| YTD | +3.5% | -16.1% | +19.6% | +6.6% |
| 1Y | -7.8% | +0.2% | -8.0% | -5.9% |
| All | -7.8% | 0.0% | -7.9% | -5.9% |
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