+124.5%
ORCL vs MSFU
+76.3%
+48.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.2% | +4.8% |
| 7D | +5.3% | -5.7% | +10.9% | +7.7% |
| 30D | +10.0% | +4.2% | +5.8% | +7.7% |
| 3M | -32.6% | +27.9% | -60.5% | -40.3% |
| 6M | +4.9% | +37.1% | -32.2% | -10.1% |
| YTD | -17.8% | -7.4% | -10.4% | -19.0% |
| 1Y | -28.0% | -19.6% | -8.4% | -25.5% |
| 3Y | +36.0% | +33.2% | +2.8% | +13.2% |
| All | +124.5% | +76.3% | +48.2% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling