+25.5%
MSFU vs IDXX
+7.6%
+17.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -1.8% | -5.7% | +3.9% | +0.5% |
| 30D | +0.5% | -11.5% | +12.0% | +5.3% |
| 3M | +51.9% | -9.5% | +61.4% | +57.8% |
| 6M | +35.0% | -16.0% | +50.9% | +44.0% |
| YTD | -9.0% | -25.4% | +16.4% | +1.3% |
| 1Y | -18.8% | -21.8% | +3.0% | -11.9% |
| 3Y | +25.5% | +7.0% | +18.5% | +12.4% |
| All | +25.5% | +7.6% | +17.9% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 3y: compounded portfolio wealth divided by compounded IDXX 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…
3y analysis · Full analysis span regression · 6 months rolling