+93.3%
MSFU vs ROP
+23.3%
+70.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.1% | +0.1% |
| 7D | +2.5% | +2.1% | +0.3% | +1.0% |
| 30D | -1.3% | +32.9% | -34.2% | -20.2% |
| 3M | +8.6% | +20.3% | -11.7% | -5.2% |
| 6M | +48.4% | +36.8% | +11.6% | +14.5% |
| YTD | +1.6% | +8.1% | -6.5% | -4.8% |
| 1Y | -5.8% | +8.3% | -14.0% | -11.9% |
| 3Y | +30.9% | -3.2% | +34.2% | +32.3% |
| All | +93.3% | +23.3% | +70.0% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling