+76.3%
MSFU vs MAS
+58.6%
+17.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -4.8% |
| 7D | -5.7% | -0.8% | -4.9% | -5.5% |
| 30D | +4.2% | -5.6% | +9.7% | +6.1% |
| 3M | +27.9% | +4.4% | +23.5% | +24.6% |
| 6M | +37.1% | +7.2% | +29.9% | +30.9% |
| YTD | -7.4% | +16.1% | -23.5% | -15.6% |
| 1Y | -19.6% | +0.1% | -19.7% | -21.8% |
| 3Y | +33.2% | +28.3% | +4.9% | +7.2% |
| All | +76.3% | +58.6% | +17.7% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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