+88.0%
MSFU vs BG
+21.9%
+66.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -2.8% | +2.6% | -5.3% | -2.9% |
| 30D | -5.3% | -6.7% | +1.4% | -5.0% |
| 3M | +7.2% | -9.3% | +16.5% | +7.7% |
| 6M | +51.0% | -18.3% | +69.3% | +53.3% |
| YTD | -1.2% | +16.2% | -17.4% | -4.8% |
| 1Y | -10.3% | +7.6% | -17.9% | -12.5% |
| 3Y | +22.2% | +6.6% | +15.7% | +16.8% |
| All | +88.0% | +21.9% | +66.1% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling