-3.5%
MSFU vs MSI
+28.6%
-32.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +1.2% | +12.3% | +13.1% |
| 7D | +8.2% | +2.8% | +5.4% | +7.5% |
| 30D | +10.2% | +9.1% | +1.1% | +7.8% |
| 3M | +22.9% | +12.5% | +10.4% | +19.5% |
| 6M | +63.2% | +14.2% | +49.0% | +58.1% |
| YTD | +11.7% | +30.7% | -19.0% | +0.2% |
| 1Y | -3.5% | +27.5% | -31.0% | -7.0% |
| All | -3.5% | +28.6% | -32.1% | -7.0% |
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