+70.7%
MSFU vs MTB
+51.9%
+18.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.3% | +1.1% | -3.4% | -2.6% |
| 30D | -6.3% | -4.6% | -1.6% | -5.2% |
| 3M | +40.0% | +6.3% | +33.7% | +37.7% |
| 6M | +30.1% | +15.6% | +14.5% | +24.9% |
| YTD | -10.3% | +20.6% | -30.9% | -15.2% |
| 1Y | -19.0% | +22.5% | -41.6% | -23.9% |
| 3Y | +25.8% | +114.4% | -88.6% | +2.8% |
| All | +70.7% | +51.9% | +18.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling