-14.3%
MSFU vs GFS
+16.1%
-30.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +5.5% | -10.2% | -4.7% |
| 7D | -12.7% | +6.2% | -18.9% | -12.6% |
| 30D | -9.0% | -11.4% | +2.4% | -9.2% |
| 3M | +2.9% | -15.5% | +18.4% | +2.6% |
| 6M | +43.5% | -42.6% | +86.2% | +37.2% |
| YTD | -2.4% | +23.2% | -25.6% | -14.3% |
| All | -14.3% | +16.1% | -30.4% | -25.3% |
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 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