-5.8%
MSFU vs MAS
+32.0%
-37.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.8% |
| 7D | +2.5% | +2.0% | +0.5% | +2.6% |
| 30D | -1.3% | +19.4% | -20.7% | -1.2% |
| 3M | +8.6% | +9.4% | -0.8% | +8.6% |
| 6M | +48.4% | +15.3% | +33.1% | +49.7% |
| YTD | +1.6% | +31.3% | -29.7% | +3.5% |
| 1Y | -5.8% | +34.9% | -40.6% | -2.3% |
| All | -5.8% | +32.0% | -37.8% | -2.3% |
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