+30.2%
MSFU vs COMP
+215.9%
-185.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.2% |
| 7D | -5.7% | +1.4% | -7.1% | -5.9% |
| 30D | +4.2% | -13.3% | +17.5% | +6.1% |
| 3M | +27.9% | +41.1% | -13.2% | +21.5% |
| 6M | +37.1% | +17.2% | +19.9% | +32.2% |
| YTD | -7.4% | +5.2% | -12.6% | -9.6% |
| 1Y | -19.6% | +18.9% | -38.5% | -23.0% |
| All | +30.2% | +215.9% | -185.7% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling