+97.0%
MSFU vs MAS
+82.9%
+14.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.4% | -3.9% | -6.2% |
| 7D | +1.0% | +4.6% | -3.5% | -0.4% |
| 30D | +0.6% | +19.9% | -19.3% | -5.6% |
| 3M | +16.4% | +8.9% | +7.5% | +12.7% |
| 6M | +53.0% | +20.2% | +32.8% | +41.5% |
| YTD | +3.5% | +33.9% | -30.4% | -10.4% |
| 1Y | -7.8% | +34.7% | -42.5% | -20.6% |
| 3Y | +35.6% | +60.4% | -24.8% | -2.4% |
| All | +97.0% | +82.9% | +14.1% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling