+0.4%
MSFU vs AS
+120.4%
-120.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.6% | -7.7% | -5.1% |
| 7D | -5.7% | -4.9% | -0.8% | -4.5% |
| 30D | +4.2% | -19.6% | +23.8% | +9.9% |
| 3M | +27.9% | -14.4% | +42.3% | +32.7% |
| 6M | +37.1% | -20.1% | +57.2% | +43.9% |
| YTD | -7.4% | -20.9% | +13.6% | -2.6% |
| 1Y | -19.6% | -21.9% | +2.3% | -15.5% |
| All | +0.4% | +120.4% | -120.0% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling