+72.2%
MSFU vs GFS
-22.7%
+94.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.2% |
| 7D | -3.2% | +2.6% | -5.8% | -3.8% |
| 30D | -3.1% | -16.4% | +13.3% | +1.1% |
| 3M | +35.3% | -41.6% | +76.9% | +51.8% |
| 6M | +31.6% | -3.7% | +35.3% | +20.0% |
| YTD | -9.5% | +29.3% | -38.8% | -27.9% |
| 1Y | -18.4% | +37.1% | -55.5% | -37.4% |
| 3Y | +26.9% | -22.1% | +49.1% | +17.5% |
| All | +72.2% | -22.7% | +94.9% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling