+93.3%
MSFU vs COO
-16.1%
+109.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.2% |
| 7D | +2.5% | +4.7% | -2.3% | +1.0% |
| 30D | -1.3% | +13.9% | -15.2% | -5.5% |
| 3M | +8.6% | -14.9% | +23.6% | +14.4% |
| 6M | +48.4% | +2.0% | +46.4% | +45.6% |
| YTD | +1.6% | -23.9% | +25.5% | +11.4% |
| 1Y | -5.8% | -9.6% | +3.9% | -4.0% |
| 3Y | +30.9% | -25.4% | +56.4% | +35.4% |
| All | +93.3% | -16.1% | +109.5% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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