+26.9%
MSFU vs INDA
+10.1%
+16.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -0.9% |
| 7D | -3.2% | -1.0% | -2.2% | -2.3% |
| 30D | -3.1% | -2.5% | -0.6% | -0.9% |
| 3M | +35.3% | +4.0% | +31.3% | +31.0% |
| 6M | +31.6% | -1.8% | +33.4% | +33.6% |
| YTD | -9.5% | -9.2% | -0.3% | -2.0% |
| 1Y | -18.4% | -7.2% | -11.2% | -13.3% |
| 3Y | +26.9% | +9.8% | +17.1% | +13.9% |
| All | +26.9% | +10.1% | +16.8% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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