+1,259.3%
MU vs MSFU
+103.9%
+1,155.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +4.6% |
| 7D | -12.0% | +14.6% | -26.6% | -15.8% |
| 30D | -28.7% | +2.1% | -30.9% | -29.2% |
| 3M | -16.4% | +14.7% | -31.1% | -20.6% |
| 6M | -1.8% | +55.7% | -57.5% | -17.9% |
| YTD | +157.1% | +7.1% | +150.0% | +143.0% |
| 1Y | +208.5% | -0.5% | +209.0% | +202.3% |
| 3Y | +906.2% | +35.7% | +870.4% | +708.6% |
| All | +1,259.3% | +103.9% | +1,155.4% | +806.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling