+72.2%
MSFU vs MTB
+52.2%
+20.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.2% | +2.8% | -5.9% | -3.8% |
| 30D | -3.1% | -4.2% | +1.0% | -2.2% |
| 3M | +35.3% | +7.8% | +27.5% | +32.6% |
| 6M | +31.6% | +14.8% | +16.8% | +26.6% |
| YTD | -9.5% | +20.8% | -30.3% | -14.4% |
| 1Y | -18.4% | +23.1% | -41.5% | -23.5% |
| 3Y | +26.9% | +114.8% | -87.9% | +3.7% |
| All | +72.2% | +52.2% | +20.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling