-3.5%
MSFU vs AUR
-17.4%
+13.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -4.4% | +17.9% | +14.5% |
| 7D | +8.2% | -19.8% | +28.0% | +13.8% |
| 30D | +10.2% | -29.0% | +39.2% | +19.3% |
| 3M | +22.9% | -43.6% | +66.5% | +39.9% |
| 6M | +63.2% | -36.6% | +99.8% | +77.0% |
| YTD | +11.7% | +6.3% | +5.5% | +3.9% |
| 1Y | -3.5% | -9.0% | +5.5% | -8.4% |
| All | -3.5% | -17.4% | +13.9% | -8.4% |
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