+87.3%
MSFU vs INDA
+20.5%
+66.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -4.9% | +3.1% | -8.0% | -7.9% |
| 30D | -9.1% | +9.1% | -18.2% | -16.8% |
| 3M | +8.7% | +3.2% | +5.5% | +5.3% |
| 6M | +48.3% | +8.5% | +39.8% | +36.8% |
| YTD | -1.6% | -4.6% | +3.0% | +3.0% |
| 1Y | -13.6% | -5.5% | -8.1% | -8.6% |
| 3Y | +20.2% | +16.7% | +3.5% | -5.9% |
| All | +87.3% | +20.5% | +66.8% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling