+57.0%
RF vs MSFU
+97.0%
-40.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.2% | -1.3% |
| 7D | -1.6% | +1.0% | -2.7% | -1.9% |
| 30D | +5.0% | +0.6% | +4.4% | +4.7% |
| 3M | -10.0% | +16.4% | -26.4% | -11.8% |
| 6M | +3.3% | +53.0% | -49.7% | -2.8% |
| YTD | +7.9% | +3.5% | +4.5% | +6.0% |
| 1Y | +21.2% | -7.8% | +29.1% | +21.3% |
| 3Y | +105.8% | +35.6% | +70.2% | +82.7% |
| All | +57.0% | +97.0% | -40.0% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling