+281.7%
NVDA vs MSFU
+34.7%
+247.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.7% | -6.3% |
| 7D | -11.6% | +14.6% | -26.2% | -16.4% |
| 30D | -22.1% | +2.1% | -24.2% | -23.1% |
| 3M | -20.1% | +14.7% | -34.8% | -25.3% |
| 6M | -16.8% | +55.7% | -72.4% | -33.5% |
| YTD | -4.0% | +7.1% | -11.1% | -9.7% |
| 1Y | -4.8% | -0.5% | -4.3% | -6.6% |
| 3Y | +281.7% | +35.7% | +246.0% | +177.5% |
| All | +281.7% | +34.7% | +247.0% | +177.5% |
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 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