+10.1%
MSFU vs AS
+134.9%
-124.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | +2.5% | +6.9% | -4.5% | +0.8% |
| 30D | -1.3% | +16.0% | -17.3% | -4.9% |
| 3M | +8.6% | -12.8% | +21.5% | +12.2% |
| 6M | +48.4% | -15.4% | +63.8% | +54.1% |
| YTD | +1.6% | -15.7% | +17.3% | +5.0% |
| 1Y | -5.8% | +6.1% | -11.8% | -8.1% |
| All | +10.1% | +134.9% | -124.8% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling