+85.8%
MSFU vs BR
+23.8%
+62.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.7% |
| 7D | -12.7% | +1.9% | -14.5% | -13.9% |
| 30D | -9.0% | +15.9% | -24.9% | -18.3% |
| 3M | +2.9% | +13.7% | -10.7% | -6.3% |
| 6M | +43.5% | +31.0% | +12.5% | +18.0% |
| YTD | -2.4% | -12.0% | +9.6% | +4.5% |
| 1Y | -13.5% | -11.5% | -2.0% | -7.9% |
| 3Y | +19.2% | +14.9% | +4.3% | -0.7% |
| All | +85.8% | +23.8% | +62.0% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling