+88.0%
MSFU vs GFS
-28.7%
+116.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.1% |
| 7D | -2.8% | +7.4% | -10.1% | -4.6% |
| 30D | -5.3% | -15.3% | +10.0% | -1.7% |
| 3M | +7.2% | -21.1% | +28.3% | +12.8% |
| 6M | +51.0% | -44.5% | +95.5% | +67.3% |
| YTD | -1.2% | +19.2% | -20.5% | -20.4% |
| 1Y | -10.3% | +27.2% | -37.6% | -29.9% |
| 3Y | +22.2% | -20.1% | +42.4% | +8.6% |
| All | +88.0% | -28.7% | +116.7% | +73.3% |
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 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