-19.0%
MSFU vs BEN
+45.3%
-64.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.1% |
| 7D | -2.3% | +3.4% | -5.7% | -4.1% |
| 30D | -6.3% | +1.8% | -8.0% | -7.2% |
| 3M | +40.0% | +8.4% | +31.6% | +35.1% |
| 6M | +30.1% | +35.6% | -5.5% | +11.2% |
| YTD | -10.3% | +46.4% | -56.7% | -22.6% |
| 1Y | -19.0% | +46.3% | -65.4% | -31.1% |
| All | -19.0% | +45.3% | -64.3% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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