+30.9%
MSFU vs P
+175.5%
-144.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.8% |
| 7D | +2.5% | -23.8% | +26.3% | +10.0% |
| 30D | -1.3% | -36.6% | +35.3% | +11.2% |
| 3M | +8.6% | +10.9% | -2.2% | +3.0% |
| 6M | +48.4% | +30.0% | +18.4% | +30.9% |
| YTD | +1.6% | +44.4% | -42.8% | -14.1% |
| 1Y | -5.8% | +3.9% | -9.7% | -13.4% |
| 3Y | +30.9% | +176.6% | -145.6% | -9.6% |
| All | +30.9% | +175.5% | -144.5% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling