+119.5%
RF vs MSFU
+21.3%
+98.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | -2.8% | +4.7% | +2.2% |
| 30D | +7.3% | -5.3% | +12.6% | +7.7% |
| 3M | -7.9% | +7.2% | -15.2% | -8.7% |
| 6M | +10.5% | +51.0% | -40.5% | +5.7% |
| YTD | +9.6% | -1.2% | +10.9% | +8.9% |
| 1Y | +20.3% | -10.3% | +30.6% | +21.2% |
| 3Y | +119.5% | +22.2% | +97.3% | +118.1% |
| All | +119.5% | +21.3% | +98.2% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling