+39.1%
O vs MSFU
+21.3%
+17.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.4% | -2.8% | +2.4% | -0.4% |
| 30D | +7.1% | -5.3% | +12.4% | +7.0% |
| 3M | -5.2% | +7.2% | -12.5% | -5.0% |
| 6M | -1.8% | +51.0% | -52.8% | -0.5% |
| YTD | +9.1% | -1.2% | +10.3% | +9.7% |
| 1Y | +9.7% | -10.3% | +20.0% | +10.3% |
| 3Y | +39.1% | +22.2% | +16.9% | +40.4% |
| All | +39.1% | +21.3% | +17.8% | +40.4% |
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