+76.3%
MSFU vs MDY
+67.5%
+8.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.3% | -4.3% |
| 7D | -5.7% | +0.1% | -5.8% | -5.8% |
| 30D | +4.2% | -1.5% | +5.7% | +5.6% |
| 3M | +27.9% | +0.8% | +27.1% | +26.6% |
| 6M | +37.1% | +7.4% | +29.7% | +26.3% |
| YTD | -7.4% | +15.2% | -22.6% | -21.0% |
| 1Y | -19.6% | +16.5% | -36.1% | -32.6% |
| 3Y | +33.2% | +46.8% | -13.6% | -13.3% |
| All | +76.3% | +67.5% | +8.8% | -1.2% |
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