+22.2%
MSFU vs ROP
-5.1%
+27.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | -2.8% | +0.7% | -3.5% | -3.2% |
| 30D | -5.3% | +28.8% | -34.1% | -18.9% |
| 3M | +7.2% | +21.1% | -13.8% | -4.3% |
| 6M | +51.0% | +52.5% | -1.5% | +12.6% |
| YTD | -1.2% | +8.9% | -10.1% | -6.6% |
| 1Y | -10.3% | +8.2% | -18.6% | -14.9% |
| 3Y | +22.2% | -5.2% | +27.4% | +32.6% |
| All | +22.2% | -5.1% | +27.3% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling