+71.2%
MSFU vs ROKU
+142.6%
-71.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -6.9% | -2.6% | -4.3% | -6.3% |
| 30D | -5.1% | +2.1% | -7.3% | -5.7% |
| 3M | +44.6% | +31.8% | +12.8% | +33.8% |
| 6M | +32.8% | +53.3% | -20.5% | +17.8% |
| YTD | -10.1% | +42.1% | -52.1% | -19.0% |
| 1Y | -19.4% | +62.3% | -81.7% | -30.0% |
| 3Y | +26.2% | +84.6% | -58.5% | -0.2% |
| All | +71.2% | +142.6% | -71.4% | +15.9% |
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