+10.9%
O vs MSFU
+72.2%
-61.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -0.6% | -3.2% | +2.6% | -0.5% |
| 30D | -2.0% | -3.1% | +1.2% | -1.9% |
| 3M | +3.0% | +35.3% | -32.3% | +2.5% |
| 6M | -3.6% | +31.6% | -35.2% | -4.3% |
| YTD | +12.1% | -9.5% | +21.6% | +12.6% |
| 1Y | +8.9% | -18.4% | +27.3% | +9.9% |
| 3Y | +30.3% | +26.9% | +3.4% | +23.1% |
| All | +10.9% | +72.2% | -61.3% | -2.7% |
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