+71.2%
MSFU vs AUR
+158.4%
-87.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.7% |
| 7D | -6.9% | +0.2% | -7.1% | -7.0% |
| 30D | -5.1% | -8.9% | +3.8% | -4.1% |
| 3M | +44.6% | +4.6% | +40.0% | +43.0% |
| 6M | +32.8% | +44.9% | -12.0% | +24.3% |
| YTD | -10.1% | +64.8% | -74.9% | -17.5% |
| 1Y | -19.4% | +16.4% | -35.7% | -22.9% |
| 3Y | +26.2% | +85.1% | -58.9% | +6.1% |
| All | +71.2% | +158.4% | -87.1% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling