+2.6%
ON vs MSFU
+103.9%
-101.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.5% | +3.7% | +7.6% |
| 7D | -1.4% | +14.6% | -16.0% | -5.3% |
| 30D | -10.9% | +2.1% | -13.0% | -11.5% |
| 3M | -14.9% | +14.7% | -29.5% | -18.6% |
| 6M | -33.0% | +55.7% | -88.7% | -43.5% |
| YTD | +27.6% | +7.1% | +20.5% | +21.8% |
| 1Y | +44.5% | -0.5% | +45.0% | +41.8% |
| 3Y | +7.4% | +35.7% | -28.3% | -17.9% |
| All | +2.6% | +103.9% | -101.3% | -43.0% |
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 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