+112.7%
MSFU vs MAS
+89.4%
+23.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +5.6% | +7.8% | +11.5% |
| 7D | +8.2% | +14.2% | -6.0% | +3.4% |
| 30D | +10.2% | +26.8% | -16.6% | +1.3% |
| 3M | +22.9% | +13.1% | +9.8% | +17.3% |
| 6M | +63.2% | +27.9% | +35.3% | +47.3% |
| YTD | +11.7% | +38.7% | -26.9% | -4.5% |
| 1Y | -3.5% | +40.4% | -43.9% | -18.2% |
| 3Y | +46.4% | +66.1% | -19.7% | +4.0% |
| All | +112.7% | +89.4% | +23.3% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling