-7.8%
MSFU vs MAS
+37.4%
-45.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.4% | -3.9% | -7.2% |
| 7D | +1.0% | +4.6% | -3.5% | +1.1% |
| 30D | +0.6% | +19.9% | -19.3% | +0.5% |
| 3M | +16.4% | +8.9% | +7.5% | +16.1% |
| 6M | +53.0% | +20.2% | +32.8% | +53.9% |
| YTD | +3.5% | +33.9% | -30.4% | +4.2% |
| 1Y | -7.8% | +34.7% | -42.5% | -6.1% |
| All | -7.8% | +37.4% | -45.3% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling