+70.7%
MSFU vs BR
+7.9%
+62.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -2.3% | -5.0% | +2.7% | +1.4% |
| 30D | -6.3% | -2.5% | -3.8% | -4.5% |
| 3M | +40.0% | +13.5% | +26.5% | +27.2% |
| 6M | +30.1% | -9.4% | +39.5% | +38.2% |
| YTD | -10.3% | -23.3% | +13.0% | +6.3% |
| 1Y | -19.0% | -31.6% | +12.6% | +3.3% |
| 3Y | +25.8% | -5.1% | +30.9% | +21.5% |
| All | +70.7% | +7.9% | +62.8% | +52.4% |
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