+48.1%
SLB vs MSFU
+93.3%
-45.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.7% |
| 7D | -7.1% | +2.5% | -9.6% | -7.3% |
| 30D | +4.1% | -1.3% | +5.4% | +4.1% |
| 3M | -2.6% | +8.6% | -11.3% | -3.5% |
| 6M | -8.6% | +48.4% | -57.0% | -11.9% |
| YTD | +32.2% | +1.6% | +30.6% | +32.0% |
| 1Y | +40.7% | -5.8% | +46.4% | +41.6% |
| 3Y | -4.5% | +30.9% | -35.5% | -12.1% |
| All | +48.1% | +93.3% | -45.2% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling