+88.0%
MSFU vs MTB
+41.2%
+46.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -2.8% | +1.5% | -4.3% | -3.1% |
| 30D | -5.3% | +2.3% | -7.7% | -5.8% |
| 3M | +7.2% | -12.1% | +19.4% | +10.7% |
| 6M | +51.0% | +9.8% | +41.2% | +47.2% |
| YTD | -1.2% | +12.0% | -13.2% | -4.8% |
| 1Y | -10.3% | +22.0% | -32.4% | -15.9% |
| 3Y | +22.2% | +107.6% | -85.4% | +0.9% |
| All | +88.0% | +41.2% | +46.8% | +76.2% |
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