+88.0%
MSFU vs AU
+634.1%
-546.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | -2.8% | -7.2% | +4.4% | -1.6% |
| 30D | -5.3% | -2.9% | -2.4% | -4.9% |
| 3M | +7.2% | -8.7% | +15.9% | +8.2% |
| 6M | +51.0% | -14.1% | +65.1% | +52.6% |
| YTD | -1.2% | +4.8% | -6.0% | -3.6% |
| 1Y | -10.3% | +11.9% | -22.2% | -13.4% |
| 3Y | +22.2% | +513.8% | -491.6% | -15.3% |
| All | +88.0% | +634.1% | -546.1% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling