+30.2%
MSFU vs MSI
+70.3%
-40.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -3.7% |
| 7D | -5.7% | -3.7% | -2.0% | -4.0% |
| 30D | +4.2% | +6.8% | -2.7% | +0.8% |
| 3M | +27.9% | +14.3% | +13.6% | +19.7% |
| 6M | +37.1% | -1.6% | +38.7% | +38.0% |
| YTD | -7.4% | +22.8% | -30.2% | -18.9% |
| 1Y | -19.6% | -1.1% | -18.5% | -19.3% |
| All | +30.2% | +70.3% | -40.2% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling