+71.2%
MSFU vs IDXX
+47.4%
+23.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +1.1% |
| 7D | -6.9% | -4.3% | -2.6% | -5.1% |
| 30D | -5.1% | -13.7% | +8.5% | +1.3% |
| 3M | +44.6% | -9.1% | +53.7% | +50.9% |
| 6M | +32.8% | -15.4% | +48.2% | +42.9% |
| YTD | -10.1% | -25.1% | +15.1% | +2.1% |
| 1Y | -19.4% | -20.6% | +1.2% | -12.0% |
| 3Y | +26.2% | +8.7% | +17.4% | +8.8% |
| All | +71.2% | +47.4% | +23.8% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling