-40.1%
ON vs MSFU
+52.8%
-92.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.5% |
| 7D | -11.7% | +2.5% | -14.1% | -11.3% |
| 30D | -23.3% | -1.3% | -22.0% | -23.1% |
| 3M | -19.2% | +8.6% | -27.8% | -18.3% |
| 6M | -40.1% | +48.4% | -88.5% | -29.8% |
| All | -40.1% | +52.8% | -92.9% | -29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling