+30.9%
MSFU vs GEN
+79.4%
-48.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -0.7% |
| 7D | +2.5% | +2.3% | +0.2% | +1.6% |
| 30D | -1.3% | +33.1% | -34.3% | -14.0% |
| 3M | +8.6% | +6.5% | +2.2% | +4.9% |
| 6M | +48.4% | +53.8% | -5.4% | +20.4% |
| YTD | +1.6% | +11.2% | -9.7% | -5.6% |
| 1Y | -5.8% | +19.4% | -25.2% | -14.8% |
| 3Y | +30.9% | +81.0% | -50.1% | +6.4% |
| All | +30.9% | +79.4% | -48.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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