+103.9%
MSFU vs MSI
+126.9%
-23.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +2.8% | +4.0% |
| 7D | +14.6% | +8.3% | +6.2% | +9.4% |
| 30D | +2.1% | +18.9% | -16.8% | -7.6% |
| 3M | +14.7% | +13.2% | +1.4% | +6.6% |
| 6M | +55.7% | +38.3% | +17.4% | +28.2% |
| YTD | +7.1% | +38.9% | -31.8% | -14.4% |
| 1Y | -0.5% | +36.7% | -37.2% | -19.6% |
| 3Y | +35.7% | +76.6% | -40.8% | -14.8% |
| All | +103.9% | +126.9% | -23.0% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling