-6.0%
ON vs MSFU
+93.3%
-99.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +1.0% |
| 7D | -11.7% | +2.5% | -14.1% | -12.4% |
| 30D | -23.3% | -1.3% | -22.0% | -23.1% |
| 3M | -19.2% | +8.6% | -27.8% | -21.5% |
| 6M | -40.1% | +48.4% | -88.5% | -48.9% |
| YTD | +16.9% | +1.6% | +15.4% | +13.2% |
| 1Y | +29.7% | -5.8% | +35.5% | +29.3% |
| 3Y | -4.4% | +30.9% | -35.3% | -26.5% |
| All | -6.0% | +93.3% | -99.4% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling