+97.0%
MSFU vs P
+225.2%
-128.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -16.4% | +9.0% | -2.4% |
| 7D | +1.0% | -31.9% | +32.9% | +13.0% |
| 30D | +0.6% | -36.5% | +37.1% | +14.5% |
| 3M | +16.4% | +11.6% | +4.8% | +9.5% |
| 6M | +53.0% | +25.2% | +27.8% | +34.9% |
| YTD | +3.5% | +39.4% | -36.0% | -13.0% |
| 1Y | -7.8% | -3.7% | -4.2% | -13.8% |
| 3Y | +35.6% | +167.3% | -131.7% | -20.6% |
| All | +97.0% | +225.2% | -128.2% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling