+76.3%
MSFU vs NTR
+1.3%
+75.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -4.0% |
| 7D | -5.7% | +8.1% | -13.8% | -6.7% |
| 30D | +4.2% | +18.8% | -14.6% | +1.6% |
| 3M | +27.9% | +16.2% | +11.7% | +24.9% |
| 6M | +37.1% | +9.8% | +27.4% | +34.2% |
| YTD | -7.4% | +30.9% | -38.2% | -12.6% |
| 1Y | -19.6% | +41.8% | -61.4% | -25.6% |
| 3Y | +33.2% | +35.8% | -2.6% | +22.9% |
| All | +76.3% | +1.3% | +75.0% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling