-5.8%
MSFU vs IP
-0.2%
-5.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -1.9% |
| 7D | +2.5% | -5.1% | +7.5% | +3.0% |
| 30D | -1.3% | +8.5% | -9.8% | -2.2% |
| 3M | +8.6% | -13.8% | +22.5% | +9.8% |
| 6M | +48.4% | +5.7% | +42.7% | +46.8% |
| YTD | +1.6% | -9.1% | +10.7% | +5.3% |
| 1Y | -5.8% | -0.8% | -4.9% | 0.0% |
| All | -5.8% | -0.2% | -5.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling