+32.4%
MSFU vs PODD
-22.0%
+54.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.8% |
| 7D | -5.7% | +1.6% | -7.3% | -6.0% |
| 30D | +4.2% | +10.7% | -6.5% | +2.1% |
| 3M | +27.9% | +0.7% | +27.2% | +26.6% |
| 6M | +37.1% | -39.3% | +76.4% | +50.2% |
| YTD | -7.4% | -48.1% | +40.7% | +4.6% |
| 1Y | -19.6% | -57.4% | +37.8% | -5.8% |
| All | +32.4% | -22.0% | +54.4% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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