+32.7%
MSFU vs NVD
-99.1%
+131.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | +1.3% |
| 7D | -6.9% | +9.0% | -16.0% | -5.0% |
| 30D | -5.1% | -5.5% | +0.3% | -5.8% |
| 3M | +44.6% | -24.6% | +69.3% | +37.5% |
| 6M | +32.8% | -42.1% | +74.9% | +21.8% |
| YTD | -10.1% | -44.3% | +34.3% | -17.2% |
| 1Y | -19.4% | -54.2% | +34.8% | -27.4% |
| 3Y | +26.2% | -99.1% | +125.3% | -37.8% |
| All | +32.7% | -99.1% | +131.8% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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