-8.1%
MSFU vs IT
-18.2%
+10.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.0% |
| 7D | +4.0% | -7.5% | +11.5% | +6.6% |
| 30D | -2.3% | -1.2% | -1.2% | -3.9% |
| 3M | +7.1% | -2.2% | +9.3% | +5.2% |
| 6M | +48.9% | +19.1% | +29.8% | +32.9% |
| YTD | +2.4% | -25.1% | +27.6% | +2.6% |
| 1Y | -8.1% | -17.4% | +9.3% | -4.4% |
| All | -8.1% | -18.2% | +10.1% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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