+71.2%
MSFU vs GFI
+563.6%
-492.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.7% |
| 7D | -6.9% | -5.1% | -1.8% | -6.3% |
| 30D | -5.1% | +13.4% | -18.6% | -6.7% |
| 3M | +44.6% | +36.2% | +8.4% | +38.8% |
| 6M | +32.8% | -9.8% | +42.6% | +32.7% |
| YTD | -10.1% | +7.7% | -17.7% | -12.0% |
| 1Y | -19.4% | +27.2% | -46.6% | -23.0% |
| 3Y | +26.2% | +300.3% | -274.1% | -0.7% |
| All | +71.2% | +563.6% | -492.4% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling