-8.1%
MSFU vs GTLB
+2.0%
-10.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.4% | -3.9% |
| 7D | +4.0% | -10.9% | +15.0% | +10.2% |
| 30D | -2.3% | -15.3% | +13.0% | +5.8% |
| 3M | +7.1% | +14.6% | -7.5% | -1.8% |
| 6M | +48.9% | +79.6% | -30.7% | +6.4% |
| YTD | +2.4% | +24.3% | -21.9% | -16.9% |
| 1Y | -8.1% | +1.0% | -9.1% | -20.4% |
| All | -8.1% | +2.0% | -10.1% | -20.4% |
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