-19.6%
MSFU vs GFI
+45.3%
-64.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.9% |
| 7D | -5.7% | +3.1% | -8.8% | -6.1% |
| 30D | +4.2% | +27.1% | -22.9% | 0.0% |
| 3M | +27.9% | +21.2% | +6.7% | +23.0% |
| 6M | +37.1% | -4.5% | +41.6% | +34.5% |
| YTD | -7.4% | +11.7% | -19.1% | -10.1% |
| 1Y | -19.6% | +46.0% | -65.7% | -27.4% |
| All | -19.6% | +45.3% | -64.9% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling