-4.4%
ON vs MSFU
+32.6%
-37.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.9% |
| 7D | -11.7% | +2.5% | -14.1% | -12.2% |
| 30D | -23.3% | -1.3% | -22.0% | -23.1% |
| 3M | -19.2% | +8.6% | -27.8% | -20.8% |
| 6M | -40.1% | +48.4% | -88.5% | -46.2% |
| YTD | +16.9% | +1.6% | +15.4% | +17.7% |
| 1Y | +29.7% | -5.8% | +35.5% | +34.1% |
| 3Y | -4.4% | +30.9% | -35.3% | -17.7% |
| All | -4.4% | +32.6% | -37.0% | -17.7% |
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 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