+1.1%
SLB vs MSFU
+29.5%
-28.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.4% | -0.7% |
| 7D | -4.3% | +4.0% | -8.3% | -4.6% |
| 30D | +1.9% | -2.3% | +4.3% | +2.0% |
| 3M | -5.7% | +7.1% | -12.8% | -6.3% |
| 6M | -5.3% | +48.9% | -54.2% | -8.1% |
| YTD | +32.2% | +2.4% | +29.7% | +33.0% |
| 1Y | +38.5% | -8.1% | +46.6% | +41.5% |
| 3Y | +1.1% | +25.2% | -24.0% | -2.7% |
| All | +1.1% | +29.5% | -28.3% | -2.7% |
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