+88.0%
MSFU vs MSI
+128.3%
-40.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.8% | +3.2% | -6.0% | -4.5% |
| 30D | -5.3% | +17.6% | -22.9% | -13.9% |
| 3M | +7.2% | +14.5% | -7.3% | -0.9% |
| 6M | +51.0% | +34.3% | +16.7% | +26.7% |
| YTD | -1.2% | +39.7% | -41.0% | -21.3% |
| 1Y | -10.3% | +40.2% | -50.5% | -28.8% |
| 3Y | +22.2% | +77.1% | -54.9% | -23.4% |
| All | +88.0% | +128.3% | -40.3% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling