+72.2%
MSFU vs GTLB
-1.7%
+73.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -0.7% |
| 7D | -3.2% | +4.6% | -7.7% | -4.7% |
| 30D | -3.1% | +21.0% | -24.1% | -8.9% |
| 3M | +35.3% | +51.7% | -16.4% | +18.5% |
| 6M | +31.6% | +89.3% | -57.7% | +7.9% |
| YTD | -9.5% | +25.6% | -35.2% | -17.4% |
| 1Y | -18.4% | -1.5% | -16.9% | -21.5% |
| 3Y | +26.9% | -9.9% | +36.9% | +19.1% |
| All | +72.2% | -1.7% | +73.9% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling