+51.0%
MSFU vs GFS
-44.1%
+95.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.3% |
| 7D | -2.8% | +7.4% | -10.1% | -2.6% |
| 30D | -5.3% | -15.3% | +10.0% | -6.0% |
| 3M | +7.2% | -21.1% | +28.3% | +5.9% |
| 6M | +51.0% | -44.5% | +95.5% | +32.3% |
| All | +51.0% | -44.1% | +95.1% | +32.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling