+76.3%
MSFU vs GTLB
+3.9%
+72.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.2% | -4.5% |
| 7D | -5.7% | +11.1% | -16.7% | -8.9% |
| 30D | +4.2% | +37.8% | -33.6% | -5.9% |
| 3M | +27.9% | +61.6% | -33.7% | +10.0% |
| 6M | +37.1% | +98.9% | -61.8% | +10.8% |
| YTD | -7.4% | +32.8% | -40.1% | -16.8% |
| 1Y | -19.6% | +14.7% | -34.3% | -25.9% |
| 3Y | +33.2% | +1.3% | +31.9% | +21.2% |
| All | +76.3% | +3.9% | +72.4% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling