+72.2%
MSFU vs GAP
+188.2%
-115.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -3.2% | +1.7% | -4.9% | -3.4% |
| 30D | -3.1% | +9.3% | -12.5% | -4.5% |
| 3M | +35.3% | +6.1% | +29.2% | +33.9% |
| 6M | +31.6% | -2.3% | +33.9% | +30.6% |
| YTD | -9.5% | -10.6% | +1.1% | -9.3% |
| 1Y | -18.4% | -4.4% | -14.0% | -19.6% |
| 3Y | +26.9% | +118.3% | -91.4% | +1.5% |
| All | +72.2% | +188.2% | -115.9% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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