+70.7%
MSFU vs BG
+48.1%
+22.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -2.3% | +0.5% | -2.9% | -2.4% |
| 30D | -6.3% | +10.3% | -16.6% | -7.0% |
| 3M | +40.0% | -1.9% | +41.8% | +40.5% |
| 6M | +30.1% | +5.2% | +24.8% | +29.3% |
| YTD | -10.3% | +41.2% | -51.5% | -14.6% |
| 1Y | -19.0% | +50.5% | -69.6% | -23.9% |
| 3Y | +25.8% | +19.9% | +5.9% | +20.7% |
| All | +70.7% | +48.1% | +22.6% | +56.5% |
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 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