-18.8%
MSFU vs AUR
+17.8%
-36.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.4% | +0.8% |
| 7D | -1.8% | +1.4% | -3.2% | -2.2% |
| 30D | +0.5% | -6.4% | +6.9% | +1.6% |
| 3M | +51.9% | +7.7% | +44.2% | +47.8% |
| 6M | +35.0% | +44.5% | -9.5% | +19.8% |
| YTD | -9.0% | +67.4% | -76.5% | -21.9% |
| 1Y | -18.8% | +15.4% | -34.2% | -25.6% |
| All | -18.8% | +17.8% | -36.6% | -25.6% |
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