+119.6%
RF vs MSFU
+34.7%
+84.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.7% |
| 7D | -0.1% | +14.6% | -14.7% | -1.3% |
| 30D | +7.0% | +2.1% | +4.9% | +6.7% |
| 3M | -7.0% | +14.7% | -21.7% | -8.3% |
| 6M | +6.8% | +55.7% | -48.9% | +2.0% |
| YTD | +9.9% | +7.1% | +2.8% | +8.4% |
| 1Y | +21.1% | -0.5% | +21.6% | +20.7% |
| 3Y | +119.6% | +35.7% | +83.9% | +114.7% |
| All | +119.6% | +34.7% | +84.9% | +114.7% |
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