+72.2%
MSFU vs MKTX
-28.4%
+100.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -3.1% | +1.0% | -4.1% | -3.5% |
| 3M | +35.3% | +41.3% | -6.0% | +20.6% |
| 6M | +31.6% | -11.3% | +42.9% | +30.0% |
| YTD | -9.5% | -8.6% | -1.0% | -11.4% |
| 1Y | -18.4% | -11.1% | -7.4% | -19.8% |
| 3Y | +26.9% | -24.5% | +51.4% | +23.5% |
| All | +72.2% | -28.4% | +100.7% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling