+23.7%
MSFU vs GFS
-21.4%
+45.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.3% |
| 7D | -2.3% | +4.5% | -6.8% | -3.2% |
| 30D | -6.3% | -8.2% | +1.9% | -4.9% |
| 3M | +40.0% | -38.9% | +78.8% | +50.1% |
| 6M | +30.1% | -2.9% | +33.0% | +19.2% |
| YTD | -10.3% | +31.8% | -42.1% | -26.8% |
| 1Y | -19.0% | +43.1% | -62.2% | -36.6% |
| All | +23.7% | -21.4% | +45.2% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling