+70.7%
MSFU vs ROKU
+140.7%
-70.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.5% |
| 7D | -2.3% | -3.0% | +0.7% | -1.5% |
| 30D | -6.3% | +0.7% | -7.0% | -6.4% |
| 3M | +40.0% | +26.5% | +13.5% | +30.9% |
| 6M | +30.1% | +52.6% | -22.5% | +15.5% |
| YTD | -10.3% | +40.9% | -51.3% | -19.0% |
| 1Y | -19.0% | +57.6% | -76.7% | -29.2% |
| 3Y | +25.8% | +83.2% | -57.4% | -0.3% |
| All | +70.7% | +140.7% | -70.0% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling