+76.3%
MSFU vs P
+246.4%
-170.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.6% |
| 7D | -5.7% | +6.5% | -12.2% | -7.5% |
| 30D | +4.2% | +18.8% | -14.7% | -2.6% |
| 3M | +27.9% | +26.7% | +1.2% | +15.9% |
| 6M | +37.1% | +62.2% | -25.1% | +12.2% |
| YTD | -7.4% | +48.5% | -55.9% | -22.5% |
| 1Y | -19.6% | +26.4% | -46.0% | -30.9% |
| 3Y | +33.2% | +159.4% | -126.2% | -19.1% |
| All | +76.3% | +246.4% | -170.0% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling