+44.0%
MSFU vs MAS
+67.0%
-22.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.6% | +7.8% | +12.3% |
| 7D | +8.2% | +14.2% | -6.0% | +5.4% |
| 30D | +10.2% | +26.8% | -16.6% | +5.0% |
| 3M | +22.9% | +13.1% | +9.8% | +19.7% |
| 6M | +63.2% | +27.9% | +35.3% | +54.0% |
| YTD | +11.7% | +38.7% | -26.9% | +1.7% |
| 1Y | -3.5% | +40.4% | -43.9% | -12.6% |
| All | +44.0% | +67.0% | -22.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling