+72.2%
MSFU vs ROP
+2.1%
+70.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -0.1% |
| 7D | -3.2% | -5.4% | +2.3% | +1.1% |
| 30D | -3.1% | -1.6% | -1.5% | -1.7% |
| 3M | +35.3% | +18.8% | +16.4% | +15.3% |
| 6M | +31.6% | +8.2% | +23.4% | +21.5% |
| YTD | -9.5% | -10.5% | +1.0% | -2.2% |
| 1Y | -18.4% | -23.7% | +5.3% | +2.2% |
| 3Y | +26.9% | -17.9% | +44.8% | +43.6% |
| All | +72.2% | +2.1% | +70.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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