+72.2%
MSFU vs GFI
+585.5%
-513.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -3.2% | +5.7% | -8.8% | -3.8% |
| 30D | -3.1% | +15.6% | -18.7% | -5.0% |
| 3M | +35.3% | +31.5% | +3.7% | +30.3% |
| 6M | +31.6% | -3.7% | +35.3% | +30.4% |
| YTD | -9.5% | +11.2% | -20.8% | -11.9% |
| 1Y | -18.4% | +36.4% | -54.8% | -22.7% |
| 3Y | +26.9% | +313.5% | -286.6% | -0.5% |
| All | +72.2% | +585.5% | -513.3% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling