+93.3%
MSFU vs MSI
+121.1%
-27.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | +2.5% | +4.7% | -2.2% | -0.3% |
| 30D | -1.3% | +14.8% | -16.1% | -9.0% |
| 3M | +8.6% | +8.8% | -0.2% | +3.3% |
| 6M | +48.4% | +19.3% | +29.1% | +32.8% |
| YTD | +1.6% | +35.3% | -33.8% | -17.6% |
| 1Y | -5.8% | +33.8% | -39.5% | -23.0% |
| 3Y | +30.9% | +74.4% | -43.5% | -17.5% |
| All | +93.3% | +121.1% | -27.8% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling