+76.3%
MSFU vs BG
+42.4%
+34.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.1% |
| 7D | -5.7% | +2.8% | -8.5% | -5.9% |
| 30D | +4.2% | +12.0% | -7.9% | +3.2% |
| 3M | +27.9% | -7.7% | +35.6% | +29.2% |
| 6M | +37.1% | +4.5% | +32.6% | +36.1% |
| YTD | -7.4% | +35.7% | -43.1% | -11.5% |
| 1Y | -19.6% | +50.1% | -69.7% | -24.8% |
| 3Y | +33.2% | +12.6% | +20.6% | +28.8% |
| All | +76.3% | +42.4% | +34.0% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling