+76.3%
MSFU vs GFS
-22.5%
+98.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.6% |
| 7D | -5.7% | +1.0% | -6.7% | -5.9% |
| 30D | +4.2% | -8.6% | +12.8% | +6.1% |
| 3M | +27.9% | -46.5% | +74.5% | +47.4% |
| 6M | +37.1% | -4.8% | +41.9% | +25.6% |
| YTD | -7.4% | +29.7% | -37.0% | -26.3% |
| 1Y | -19.6% | +35.8% | -55.4% | -38.1% |
| 3Y | +33.2% | -18.3% | +51.5% | +20.1% |
| All | +76.3% | -22.5% | +98.8% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling