-19.6%
MSFU vs GFS
+37.2%
-56.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.1% |
| 7D | -5.7% | +1.0% | -6.7% | -5.7% |
| 30D | +4.2% | -8.6% | +12.8% | +4.0% |
| 3M | +27.9% | -46.5% | +74.5% | +23.8% |
| 6M | +37.1% | -4.8% | +41.9% | +25.6% |
| YTD | -7.4% | +29.7% | -37.0% | -17.0% |
| 1Y | -19.6% | +35.8% | -55.4% | -27.6% |
| All | -19.6% | +37.2% | -56.8% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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