+1,343.0%
MU vs MSFU
+88.0%
+1,255.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +12.8% | -2.8% | +15.6% | +13.5% |
| 30D | -14.9% | -5.3% | -9.5% | -13.6% |
| 3M | -18.0% | +7.2% | -25.3% | -20.6% |
| 6M | -3.1% | +51.0% | -54.1% | -18.8% |
| YTD | +172.9% | -1.2% | +174.1% | +163.8% |
| 1Y | +228.8% | -10.3% | +239.2% | +233.0% |
| 3Y | +950.8% | +22.2% | +928.6% | +771.7% |
| All | +1,343.0% | +88.0% | +1,255.0% | +884.2% |
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