+93.3%
MSFU vs COMP
+263.3%
-170.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.7% | -12.6% | -3.4% |
| 7D | +2.5% | +13.4% | -11.0% | +0.6% |
| 30D | -1.3% | +11.1% | -12.4% | -3.1% |
| 3M | +8.6% | -18.8% | +27.5% | +11.5% |
| 6M | +48.4% | +10.5% | +37.9% | +44.6% |
| YTD | +1.6% | -3.4% | +5.0% | -0.2% |
| 1Y | -5.8% | +19.7% | -25.5% | -10.2% |
| 3Y | +30.9% | +381.6% | -350.7% | -1.4% |
| All | +93.3% | +263.3% | -170.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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