+71.2%
MSFU vs BR
+8.0%
+63.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -6.9% | -6.0% | -1.0% | -2.8% |
| 30D | -5.1% | -0.9% | -4.3% | -4.5% |
| 3M | +44.6% | +16.4% | +28.3% | +29.1% |
| 6M | +32.8% | -8.2% | +41.0% | +39.8% |
| YTD | -10.1% | -23.2% | +13.2% | +6.5% |
| 1Y | -19.4% | -30.9% | +11.5% | +2.2% |
| 3Y | +26.2% | -5.0% | +31.2% | +21.8% |
| All | +71.2% | +8.0% | +63.3% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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