+70.7%
MSFU vs NTRS
+123.3%
-52.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.3% | +0.9% | -3.2% | -2.7% |
| 30D | -6.3% | -1.2% | -5.0% | -5.8% |
| 3M | +40.0% | +8.8% | +31.2% | +34.3% |
| 6M | +30.1% | +34.7% | -4.6% | +11.8% |
| YTD | -10.3% | +37.2% | -47.6% | -23.7% |
| 1Y | -19.0% | +46.3% | -65.4% | -33.6% |
| 3Y | +25.8% | +163.2% | -137.4% | -22.6% |
| All | +70.7% | +123.3% | -52.6% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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