+72.2%
MSFU vs MSI
+98.5%
-26.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | -3.2% | -5.8% | +2.6% | +0.1% |
| 30D | -3.1% | -1.0% | -2.2% | -2.7% |
| 3M | +35.3% | +14.2% | +21.1% | +24.9% |
| 6M | +31.6% | +1.0% | +30.5% | +29.9% |
| YTD | -9.5% | +21.5% | -31.0% | -21.8% |
| 1Y | -18.4% | -2.1% | -16.3% | -18.2% |
| 3Y | +26.9% | +69.3% | -42.4% | -20.2% |
| All | +72.2% | +98.5% | -26.2% | -4.2% |
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