+87.3%
MSFU vs COMP
+257.3%
-170.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.1% |
| 7D | -4.9% | +8.9% | -13.8% | -6.2% |
| 30D | -9.1% | +14.0% | -23.0% | -10.9% |
| 3M | +8.7% | -21.1% | +29.8% | +12.0% |
| 6M | +48.3% | +20.1% | +28.2% | +42.9% |
| YTD | -1.6% | -5.0% | +3.4% | -3.0% |
| 1Y | -13.6% | +5.7% | -19.3% | -16.2% |
| 3Y | +20.2% | +412.2% | -392.0% | -10.2% |
| All | +87.3% | +257.3% | -170.0% | +35.0% |
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