+93.3%
MSFU vs ROKU
+152.7%
-59.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -1.9% | -1.9% |
| 7D | +2.5% | +3.5% | -1.0% | +1.6% |
| 30D | -1.3% | +5.1% | -6.4% | -2.5% |
| 3M | +8.6% | +7.0% | +1.7% | +6.8% |
| 6M | +48.4% | +25.4% | +23.0% | +39.2% |
| YTD | +1.6% | +48.0% | -46.4% | -9.4% |
| 1Y | -5.8% | +53.1% | -58.9% | -16.7% |
| 3Y | +30.9% | +92.7% | -61.8% | +2.7% |
| All | +93.3% | +152.7% | -59.3% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 10y: compounded portfolio wealth divided by compounded ROKU 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…
10y analysis · Full analysis span regression · 6 months rolling