-3.5%
MSFU vs MDY
+17.5%
-21.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.6% | +12.9% | +13.1% |
| 7D | +8.2% | +1.7% | +6.5% | +7.3% |
| 30D | +10.2% | +1.2% | +9.0% | +9.6% |
| 3M | +22.9% | -3.5% | +26.4% | +24.6% |
| 6M | +63.2% | +3.5% | +59.7% | +60.0% |
| YTD | +11.7% | +13.6% | -1.9% | +5.0% |
| 1Y | -3.5% | +17.1% | -20.5% | -10.6% |
| All | -3.5% | +17.5% | -21.0% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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