-19.4%
MSFU vs MDY
+13.9%
-33.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | -6.9% | -2.5% | -4.4% | -5.8% |
| 30D | -5.1% | -5.0% | -0.1% | -2.9% |
| 3M | +44.6% | +0.5% | +44.2% | +44.1% |
| 6M | +32.8% | +8.0% | +24.8% | +25.9% |
| YTD | -10.1% | +12.2% | -22.2% | -15.5% |
| 1Y | -19.4% | +14.0% | -33.4% | -24.0% |
| All | -19.4% | +13.9% | -33.3% | -24.0% |
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