+30.9%
MSFU vs MSI
+77.7%
-46.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | +2.5% | +4.7% | -2.2% | +0.2% |
| 30D | -1.3% | +14.8% | -16.1% | -7.7% |
| 3M | +8.6% | +8.8% | -0.2% | +4.2% |
| 6M | +48.4% | +19.3% | +29.1% | +35.7% |
| YTD | +1.6% | +35.3% | -33.8% | -15.0% |
| 1Y | -5.8% | +33.8% | -39.5% | -20.6% |
| 3Y | +30.9% | +74.4% | -43.5% | -19.8% |
| All | +30.9% | +77.7% | -46.8% | -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 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