+37.1%
MSFU vs NVD
-50.2%
+87.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.4% |
| 7D | -5.7% | -11.1% | +5.4% | -7.8% |
| 30D | +4.2% | -13.3% | +17.4% | +1.7% |
| 3M | +27.9% | -19.8% | +47.7% | +24.7% |
| 6M | +37.1% | -48.8% | +85.9% | +14.2% |
| All | +37.1% | -50.2% | +87.4% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling