-2.8%
MSFU vs GLXY
+12.0%
-14.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -4.1% |
| 7D | -5.7% | +13.4% | -19.1% | -7.6% |
| 30D | +4.2% | +38.1% | -33.9% | -1.7% |
| 3M | +27.9% | -7.3% | +35.2% | +25.5% |
| 6M | +37.1% | +8.2% | +28.9% | +29.9% |
| YTD | -7.4% | +17.8% | -25.1% | -13.3% |
| 1Y | -19.6% | +14.9% | -34.5% | -24.5% |
| All | -2.8% | +12.0% | -14.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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