+88.0%
MSFU vs P
+275.9%
-187.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -2.8% | +11.6% | -14.4% | -6.0% |
| 30D | -5.3% | -23.7% | +18.4% | +1.9% |
| 3M | +7.2% | -8.0% | +15.2% | +7.8% |
| 6M | +51.0% | +27.9% | +23.1% | +33.2% |
| YTD | -1.2% | +61.2% | -62.4% | -20.6% |
| 1Y | -10.3% | +28.6% | -38.9% | -23.8% |
| 3Y | +22.2% | +200.5% | -178.3% | -30.7% |
| All | +88.0% | +275.9% | -187.9% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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