-13.5%
MSFU vs UL
-2.4%
-11.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.0% | -3.7% | -4.9% |
| 7D | -12.7% | -1.7% | -11.0% | -13.0% |
| 30D | -9.0% | +4.5% | -13.5% | -8.1% |
| 3M | +2.9% | +5.5% | -2.5% | +4.0% |
| 6M | +43.5% | +17.0% | +26.5% | +51.1% |
| YTD | -2.4% | +3.2% | -5.6% | -5.7% |
| 1Y | -13.5% | -1.9% | -11.6% | -18.2% |
| All | -13.5% | -2.4% | -11.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling