+71.2%
MSFU vs GFS
-21.2%
+92.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -6.9% | +3.2% | -10.2% | -7.7% |
| 30D | -5.1% | -9.6% | +4.4% | -2.9% |
| 3M | +44.6% | -38.5% | +83.1% | +59.8% |
| 6M | +32.8% | -1.3% | +34.1% | +20.3% |
| YTD | -10.1% | +31.8% | -41.9% | -28.7% |
| 1Y | -19.4% | +44.6% | -63.9% | -39.4% |
| 3Y | +26.2% | -20.6% | +46.8% | +16.2% |
| All | +71.2% | -21.2% | +92.4% | +55.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling