+76.3%
MSFU vs VEU
+103.9%
-27.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.8% |
| 7D | -5.7% | +1.1% | -6.8% | -6.9% |
| 30D | +4.2% | +2.2% | +2.0% | +1.4% |
| 3M | +27.9% | +3.0% | +24.9% | +22.7% |
| 6M | +37.1% | +10.9% | +26.3% | +18.6% |
| YTD | -7.4% | +18.2% | -25.6% | -27.1% |
| 1Y | -19.6% | +28.3% | -47.9% | -43.6% |
| 3Y | +33.2% | +74.6% | -41.4% | -39.6% |
| All | +76.3% | +103.9% | -27.5% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling