+71.2%
MSFU vs MDY
+63.1%
+8.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.2% |
| 7D | -6.9% | -2.5% | -4.4% | -4.5% |
| 30D | -5.1% | -5.0% | -0.1% | -0.1% |
| 3M | +44.6% | +0.5% | +44.2% | +43.5% |
| 6M | +32.8% | +8.0% | +24.8% | +21.6% |
| YTD | -10.1% | +12.2% | -22.2% | -21.2% |
| 1Y | -19.4% | +14.0% | -33.4% | -30.9% |
| 3Y | +26.2% | +48.2% | -22.0% | -19.1% |
| All | +71.2% | +63.1% | +8.1% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling