-13.5%
MSFU vs M
+25.7%
-39.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -3.8% | -4.6% |
| 7D | -12.7% | -3.3% | -9.4% | -12.5% |
| 30D | -9.0% | +8.1% | -17.1% | -9.4% |
| 3M | +2.9% | +2.2% | +0.7% | +2.5% |
| 6M | +43.5% | +35.1% | +8.4% | +45.1% |
| YTD | -2.4% | +15.8% | -18.2% | -2.1% |
| 1Y | -13.5% | +25.8% | -39.3% | -13.0% |
| All | -13.5% | +25.7% | -39.2% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling