+76.3%
MSFU vs VFC
-61.8%
+138.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.5% | -4.5% |
| 7D | -5.7% | -1.6% | -4.1% | -5.5% |
| 30D | +4.2% | -11.6% | +15.8% | +6.1% |
| 3M | +27.9% | -18.1% | +46.0% | +31.5% |
| 6M | +37.1% | -27.4% | +64.5% | +43.2% |
| YTD | -7.4% | -24.8% | +17.4% | -4.0% |
| 1Y | -19.6% | -8.2% | -11.4% | -20.3% |
| 3Y | +33.2% | -29.1% | +62.3% | +31.9% |
| All | +76.3% | -61.8% | +138.2% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling