-19.0%
MSFU vs GTLB
-3.3%
-15.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.1% |
| 7D | -2.3% | -6.6% | +4.2% | +0.6% |
| 30D | -6.3% | +13.7% | -20.0% | -12.4% |
| 3M | +40.0% | +52.9% | -13.0% | +12.5% |
| 6M | +30.1% | +88.5% | -58.4% | -5.8% |
| YTD | -10.3% | +23.4% | -33.8% | -26.6% |
| 1Y | -19.0% | -3.8% | -15.2% | -30.8% |
| All | -19.0% | -3.3% | -15.7% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling