+45.7%
MSFU vs NVD
-98.5%
+144.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +1.3% |
| 7D | -2.8% | +28.6% | -31.4% | +3.1% |
| 30D | -5.3% | +73.6% | -78.9% | +8.7% |
| 3M | +7.2% | +70.1% | -62.8% | +23.6% |
| 6M | +51.0% | +53.6% | -2.6% | +73.5% |
| YTD | -1.2% | -7.0% | +5.8% | +3.8% |
| 1Y | -10.3% | -9.0% | -1.3% | -5.6% |
| 3Y | +22.2% | -98.3% | +120.6% | -29.4% |
| All | +45.7% | -98.5% | +144.2% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling