+88.0%
MSFU vs MKTX
-27.2%
+115.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -5.3% | +0.9% | -6.2% | -5.7% |
| 3M | +7.2% | +2.6% | +4.7% | +6.2% |
| 6M | +51.0% | +20.4% | +30.6% | +39.1% |
| YTD | -1.2% | -7.1% | +5.8% | -4.0% |
| 1Y | -10.3% | -2.8% | -7.6% | -13.7% |
| 3Y | +22.2% | -21.7% | +44.0% | +18.2% |
| All | +88.0% | -27.2% | +115.2% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling