-19.6%
MSFU vs MSI
-0.7%
-18.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -5.7% | -3.7% | -2.0% | -4.9% |
| 30D | +4.2% | +6.8% | -2.7% | +2.6% |
| 3M | +27.9% | +14.3% | +13.6% | +24.4% |
| 6M | +37.1% | -1.6% | +38.7% | +36.5% |
| YTD | -7.4% | +22.8% | -30.2% | -13.3% |
| 1Y | -19.6% | -1.1% | -18.5% | -19.8% |
| All | -19.6% | -0.7% | -18.9% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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