+76.3%
MSFU vs UL
+46.0%
+30.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.2% |
| 7D | -5.7% | -1.3% | -4.4% | -5.6% |
| 30D | +4.2% | +0.5% | +3.7% | +4.1% |
| 3M | +27.9% | +17.6% | +10.3% | +26.3% |
| 6M | +37.1% | -5.4% | +42.5% | +38.6% |
| YTD | -7.4% | +0.7% | -8.1% | -8.0% |
| 1Y | -19.6% | -9.3% | -10.3% | -18.1% |
| 3Y | +33.2% | +24.5% | +8.7% | +13.5% |
| All | +76.3% | +46.0% | +30.3% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling