+23.7%
MSFU vs NTR
+40.7%
-17.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | +0.5% | -2.9% | -2.4% |
| 30D | -6.3% | +21.7% | -28.0% | -7.5% |
| 3M | +40.0% | +22.8% | +17.2% | +37.7% |
| 6M | +30.1% | +8.2% | +21.9% | +28.9% |
| YTD | -10.3% | +32.9% | -43.3% | -13.6% |
| 1Y | -19.0% | +45.3% | -64.4% | -23.4% |
| All | +23.7% | +40.7% | -17.0% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling