+73.2%
MSFU vs NTR
0.0%
+73.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | +0.5% | +16.8% | -16.3% | -1.7% |
| 3M | +51.9% | +20.7% | +31.1% | +47.3% |
| 6M | +35.0% | +0.5% | +34.4% | +34.2% |
| YTD | -9.0% | +29.2% | -38.2% | -14.0% |
| 1Y | -18.8% | +39.6% | -58.4% | -24.7% |
| 3Y | +25.5% | +37.9% | -12.4% | +15.2% |
| All | +73.2% | 0.0% | +73.2% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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