-19.6%
MSFU vs AU
+100.5%
-120.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.8% | -3.8% |
| 7D | -5.7% | -3.6% | -2.1% | -5.2% |
| 30D | +4.2% | +23.9% | -19.7% | +0.4% |
| 3M | +27.9% | +19.1% | +8.8% | +23.3% |
| 6M | +37.1% | -0.2% | +37.3% | +33.3% |
| YTD | -7.4% | +32.5% | -39.8% | -12.0% |
| 1Y | -19.6% | +96.9% | -116.5% | -29.5% |
| All | -19.6% | +100.5% | -120.1% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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