+22.2%
MSFU vs VFC
+50.0%
-27.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | -0.1% |
| 7D | -2.8% | +1.6% | -4.4% | -3.0% |
| 30D | -5.3% | +25.5% | -30.8% | -8.4% |
| 3M | +7.2% | +41.3% | -34.0% | +1.9% |
| 6M | +51.0% | +22.2% | +28.8% | +45.8% |
| YTD | -1.2% | +16.4% | -17.6% | -4.2% |
| 1Y | -10.3% | +38.4% | -48.7% | -15.6% |
| 3Y | +22.2% | +56.2% | -34.0% | +13.1% |
| All | +22.2% | +50.0% | -27.7% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · 6 months rolling