+95.0%
MSFU vs P
+255.0%
-159.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | +4.0% | -13.3% | +17.4% | +8.2% |
| 30D | -2.3% | -34.0% | +31.7% | +9.8% |
| 3M | +7.1% | +4.1% | +3.0% | +3.3% |
| 6M | +48.9% | +30.5% | +18.4% | +29.9% |
| YTD | +2.4% | +52.2% | -49.7% | -16.1% |
| 1Y | -8.1% | +10.3% | -18.4% | -17.7% |
| 3Y | +25.2% | +180.9% | -155.7% | -27.3% |
| All | +95.0% | +255.0% | -159.9% | -0.2% |
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