+85.8%
MSFU vs COMP
+265.1%
-179.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.7% | -7.5% | -5.2% |
| 7D | -12.7% | +2.2% | -14.9% | -13.0% |
| 30D | -9.0% | +16.3% | -25.3% | -11.1% |
| 3M | +2.9% | -19.1% | +22.1% | +5.7% |
| 6M | +43.5% | +17.1% | +26.4% | +38.8% |
| YTD | -2.4% | -2.9% | +0.5% | -4.1% |
| 1Y | -13.5% | +8.8% | -22.3% | -16.4% |
| 3Y | +19.2% | +423.5% | -404.2% | -11.3% |
| All | +85.8% | +265.1% | -179.4% | +33.5% |
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