+85.8%
MSFU vs BG
+20.3%
+65.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.6% | -4.8% |
| 7D | -12.7% | +3.4% | -16.0% | -12.9% |
| 30D | -9.0% | -3.8% | -5.2% | -8.8% |
| 3M | +2.9% | -9.6% | +12.5% | +3.4% |
| 6M | +43.5% | -19.5% | +63.1% | +45.9% |
| YTD | -2.4% | +14.6% | -17.0% | -5.8% |
| 1Y | -13.5% | +6.6% | -20.1% | -15.6% |
| 3Y | +19.2% | +4.7% | +14.5% | +14.2% |
| All | +85.8% | +20.3% | +65.5% | +72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling