-19.6%
MSFU vs AUR
+11.8%
-31.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | -5.7% | +8.7% | -14.4% | -7.6% |
| 30D | +4.2% | -5.2% | +9.4% | +5.0% |
| 3M | +27.9% | -7.3% | +35.2% | +28.6% |
| 6M | +37.1% | +41.2% | -4.1% | +22.9% |
| YTD | -7.4% | +65.1% | -72.5% | -19.6% |
| 1Y | -19.6% | +13.4% | -33.0% | -27.1% |
| All | -19.6% | +11.8% | -31.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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