+97.0%
MSFU vs ROIV
+1,026.8%
-929.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.2% | -3.2% | -6.8% |
| 7D | +1.0% | -2.4% | +3.4% | +1.5% |
| 30D | +0.6% | +3.1% | -2.5% | +0.3% |
| 3M | +16.4% | +5.8% | +10.5% | +15.0% |
| 6M | +53.0% | +29.3% | +23.7% | +46.2% |
| YTD | +3.5% | +68.8% | -65.3% | -5.1% |
| 1Y | -7.8% | +81.0% | -88.9% | -16.4% |
| 3Y | +35.6% | +294.6% | -259.0% | +9.9% |
| All | +97.0% | +1,026.8% | -929.8% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling