+85.8%
MSFU vs GAP
+179.3%
-93.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -4.4% |
| 7D | -12.7% | -9.3% | -3.3% | -11.1% |
| 30D | -9.0% | -5.5% | -3.5% | -8.0% |
| 3M | +2.9% | +3.5% | -0.5% | +2.4% |
| 6M | +43.5% | +0.7% | +42.8% | +42.3% |
| YTD | -2.4% | -13.4% | +10.9% | -1.7% |
| 1Y | -13.5% | -7.7% | -5.8% | -14.0% |
| 3Y | +19.2% | +74.4% | -55.2% | +1.1% |
| All | +85.8% | +179.3% | -93.5% | +24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling