+103.9%
MSFU vs M
+77.6%
+26.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.1% | -2.7% | +3.9% |
| 7D | +14.6% | +2.5% | +12.0% | +14.2% |
| 30D | +2.1% | +10.1% | -7.9% | +0.4% |
| 3M | +14.7% | -0.9% | +15.6% | +14.7% |
| 6M | +55.7% | +30.2% | +25.5% | +47.8% |
| YTD | +7.1% | +16.3% | -9.2% | +3.2% |
| 1Y | -0.5% | +27.0% | -27.5% | -6.1% |
| 3Y | +35.7% | +154.5% | -118.7% | +6.2% |
| All | +103.9% | +77.6% | +26.3% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling