+71.2%
MSFU vs BG
+49.4%
+21.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -6.9% | +3.7% | -10.7% | -7.2% |
| 30D | -5.1% | +12.3% | -17.5% | -6.0% |
| 3M | +44.6% | -2.2% | +46.9% | +45.4% |
| 6M | +32.8% | +5.3% | +27.5% | +32.1% |
| YTD | -10.1% | +42.4% | -52.5% | -14.4% |
| 1Y | -19.4% | +55.2% | -74.6% | -24.6% |
| 3Y | +26.2% | +21.0% | +5.2% | +21.0% |
| All | +71.2% | +49.4% | +21.8% | +56.9% |
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