+87.3%
MSFU vs MDY
+63.5%
+23.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +2.0% |
| 7D | -4.9% | +3.0% | -8.0% | -7.8% |
| 30D | -9.1% | +0.8% | -9.9% | -9.6% |
| 3M | +8.7% | -5.1% | +13.8% | +14.8% |
| 6M | +48.3% | +1.2% | +47.1% | +46.2% |
| YTD | -1.6% | +12.5% | -14.1% | -13.8% |
| 1Y | -13.6% | +13.8% | -27.3% | -25.4% |
| 3Y | +20.2% | +56.4% | -36.2% | -27.4% |
| All | +87.3% | +63.5% | +23.8% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling