+63.4%
ORCL vs MSFU
+97.0%
-33.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.4% | +0.5% | -3.9% |
| 7D | -17.5% | +1.0% | -18.5% | -18.1% |
| 30D | -20.2% | +0.6% | -20.8% | -20.5% |
| 3M | -19.9% | +16.4% | -36.3% | -25.4% |
| 6M | -37.4% | +53.0% | -90.4% | -48.8% |
| YTD | -40.1% | +3.5% | -43.6% | -43.9% |
| 1Y | -53.4% | -7.8% | -45.5% | -54.4% |
| 3Y | +10.4% | +35.6% | -25.2% | -10.1% |
| All | +63.4% | +97.0% | -33.6% | +20.2% |
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