+995.4%
MU vs MSFU
+19.9%
+975.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -4.8% | +16.6% | +13.2% |
| 7D | +2.0% | -12.7% | +14.7% | +6.1% |
| 30D | -18.0% | -9.0% | -9.0% | -15.9% |
| 3M | -6.6% | +2.9% | -9.5% | -8.1% |
| 6M | +2.0% | +43.5% | -41.5% | -11.3% |
| YTD | +184.5% | -2.4% | +186.9% | +183.3% |
| 1Y | +236.9% | -13.5% | +250.4% | +257.9% |
| All | +995.4% | +19.9% | +975.5% | +826.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling