+103.9%
MSFU vs ROP
+22.0%
+81.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.2% |
| 7D | +14.6% | -1.6% | +16.2% | +16.0% |
| 30D | +2.1% | +29.5% | -27.4% | -15.9% |
| 3M | +14.7% | +17.5% | -2.9% | +1.7% |
| 6M | +55.7% | +38.1% | +17.6% | +18.8% |
| YTD | +7.1% | +7.0% | +0.1% | +1.1% |
| 1Y | -0.5% | +6.5% | -7.0% | -5.9% |
| 3Y | +35.7% | -5.5% | +41.2% | +40.1% |
| All | +103.9% | +22.0% | +81.8% | +61.6% |
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