-18.8%
MSFU vs ITOT
+17.8%
-36.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -0.4% |
| 7D | -1.8% | -0.9% | -0.9% | -0.1% |
| 30D | +0.5% | -1.5% | +1.9% | +3.3% |
| 3M | +51.9% | +3.6% | +48.3% | +43.4% |
| 6M | +35.0% | +13.7% | +21.3% | +8.6% |
| YTD | -9.0% | +12.9% | -22.0% | -25.3% |
| 1Y | -18.8% | +17.2% | -36.0% | -36.8% |
| All | -18.8% | +17.8% | -36.7% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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