+72.2%
MSFU vs ROKU
+144.5%
-72.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -3.2% | -0.1% | -3.0% | -3.1% |
| 30D | -3.1% | +1.5% | -4.6% | -3.5% |
| 3M | +35.3% | +25.7% | +9.6% | +26.8% |
| 6M | +31.6% | +54.5% | -22.9% | +16.5% |
| YTD | -9.5% | +43.2% | -52.7% | -18.6% |
| 1Y | -18.4% | +56.3% | -74.7% | -28.5% |
| 3Y | +26.9% | +86.1% | -59.2% | +0.2% |
| All | +72.2% | +144.5% | -72.3% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling