+95.0%
MSFU vs UL
+51.2%
+43.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.3% |
| 7D | +4.0% | +2.6% | +1.5% | +3.9% |
| 30D | -2.3% | +6.8% | -9.1% | -2.9% |
| 3M | +7.1% | +5.7% | +1.4% | +6.6% |
| 6M | +48.9% | +15.9% | +33.0% | +47.0% |
| YTD | +2.4% | +4.3% | -1.8% | +1.4% |
| 1Y | -8.1% | -0.4% | -7.7% | -8.2% |
| 3Y | +25.2% | +35.0% | -9.8% | +1.4% |
| All | +95.0% | +51.2% | +43.9% | +26.4% |
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