+58.6%
RF vs MSFU
+95.0%
-36.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.3% |
| 7D | +0.3% | +4.0% | -3.7% | -0.2% |
| 30D | +6.2% | -2.3% | +8.5% | +6.2% |
| 3M | -7.8% | +7.1% | -15.0% | -8.9% |
| 6M | +5.9% | +48.9% | -43.0% | 0.0% |
| YTD | +9.0% | +2.4% | +6.6% | +7.2% |
| 1Y | +19.3% | -8.1% | +27.3% | +19.3% |
| 3Y | +116.4% | +25.2% | +91.3% | +95.1% |
| All | +58.6% | +95.0% | -36.5% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling