+35.7%
MSFU vs OMC
+29.2%
+6.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.7% |
| 7D | +14.6% | +5.4% | +9.2% | +13.1% |
| 30D | +2.1% | +15.7% | -13.6% | -2.0% |
| 3M | +14.7% | +4.9% | +9.8% | +13.1% |
| 6M | +55.7% | +17.3% | +38.4% | +48.4% |
| YTD | +7.1% | +13.0% | -5.9% | +2.8% |
| 1Y | -0.5% | +24.1% | -24.6% | -7.0% |
| 3Y | +35.7% | +31.2% | +4.5% | +42.6% |
| All | +35.7% | +29.2% | +6.5% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 3y: compounded portfolio wealth divided by compounded OMC 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…
3y analysis · Full analysis span regression · 6 months rolling