+70.7%
MSFU vs INDA
+13.8%
+56.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | 0.0% |
| 7D | -2.3% | -2.6% | +0.3% | +0.3% |
| 30D | -6.3% | -2.9% | -3.3% | -3.4% |
| 3M | +40.0% | +2.4% | +37.6% | +36.9% |
| 6M | +30.1% | -2.6% | +32.7% | +33.6% |
| YTD | -10.3% | -10.0% | -0.4% | -0.5% |
| 1Y | -19.0% | -7.7% | -11.4% | -12.5% |
| 3Y | +25.8% | +8.9% | +16.9% | +6.2% |
| All | +70.7% | +13.8% | +56.9% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling