+56.7%
NI vs MSFU
+72.2%
-15.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.6% | +1.3% |
| 7D | +2.3% | -3.2% | +5.5% | +2.4% |
| 30D | -1.7% | -3.1% | +1.5% | -1.6% |
| 3M | -8.0% | +35.3% | -43.3% | -9.4% |
| 6M | -8.6% | +31.6% | -40.2% | -10.3% |
| YTD | +2.3% | -9.5% | +11.9% | +2.8% |
| 1Y | +6.9% | -18.4% | +25.4% | +8.2% |
| 3Y | +70.6% | +26.9% | +43.6% | +59.4% |
| All | +56.7% | +72.2% | -15.5% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling