+5.5%
ON vs MSFU
+72.2%
-66.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.8% |
| 7D | -2.2% | -3.2% | +1.0% | -1.3% |
| 30D | -12.4% | -3.1% | -9.3% | -12.0% |
| 3M | -41.2% | +35.3% | -76.5% | -47.5% |
| 6M | +25.0% | +31.6% | -6.6% | +9.1% |
| YTD | +31.3% | -9.5% | +40.8% | +31.7% |
| 1Y | +45.4% | -18.4% | +63.8% | +51.6% |
| 3Y | -27.4% | +26.9% | -54.3% | -45.3% |
| All | +5.5% | +72.2% | -66.7% | -38.4% |
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 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