-3.5%
MSFU vs ROIV
+97.8%
-101.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +6.1% | +7.4% | +12.6% |
| 7D | +8.2% | +3.0% | +5.2% | +7.7% |
| 30D | +10.2% | +6.8% | +3.3% | +9.2% |
| 3M | +22.9% | +10.5% | +12.4% | +20.5% |
| 6M | +63.2% | +34.8% | +28.4% | +53.1% |
| YTD | +11.7% | +76.2% | -64.4% | -0.4% |
| 1Y | -3.5% | +92.4% | -95.9% | -16.3% |
| All | -3.5% | +97.8% | -101.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling