-13.6%
MSFU vs VEU
+12.6%
-26.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.5% |
| 7D | -4.9% | +2.4% | -7.3% | -6.7% |
| 30D | -9.1% | -2.0% | -7.1% | -7.5% |
| 3M | +8.7% | -5.1% | +13.8% | +12.6% |
| 6M | +48.3% | -0.7% | +49.0% | +48.3% |
| YTD | -1.6% | +11.0% | -12.6% | -11.5% |
| 1Y | -13.6% | +12.4% | -26.0% | -23.4% |
| All | -13.6% | +12.6% | -26.2% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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