+116.8%
NDAQ vs MSFU
+21.3%
+95.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | +1.3% | -2.8% | +4.0% | +1.7% |
| 30D | +18.0% | -5.3% | +23.3% | +18.6% |
| 3M | +11.5% | +7.2% | +4.3% | +9.4% |
| 6M | +21.1% | +51.0% | -29.9% | +10.0% |
| YTD | +12.8% | -1.2% | +14.1% | +9.1% |
| 1Y | +25.7% | -10.3% | +36.0% | +23.6% |
| 3Y | +116.8% | +22.2% | +94.6% | +90.0% |
| All | +116.8% | +21.3% | +95.5% | +90.0% |
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