+70.7%
MSFU vs AU
+823.3%
-752.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.3% | +0.6% | -3.0% | -2.4% |
| 30D | -6.3% | +12.3% | -18.6% | -8.0% |
| 3M | +40.0% | +29.4% | +10.6% | +34.2% |
| 6M | +30.1% | +3.2% | +26.9% | +27.5% |
| YTD | -10.3% | +31.8% | -42.1% | -15.2% |
| 1Y | -19.0% | +83.4% | -102.4% | -27.2% |
| 3Y | +25.8% | +623.1% | -597.3% | -15.8% |
| All | +70.7% | +823.3% | -752.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling