-9.1%
T vs MSFU
-18.4%
+9.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.2% | -2.2% |
| 7D | -1.3% | -5.7% | +4.4% | -1.6% |
| 30D | +11.4% | +4.2% | +7.2% | +11.7% |
| 3M | +14.3% | +27.9% | -13.6% | +15.8% |
| 6M | -9.3% | +37.1% | -46.4% | -6.6% |
| YTD | +7.1% | -7.4% | +14.5% | +5.9% |
| 1Y | -9.1% | -19.6% | +10.5% | -9.9% |
| All | -9.1% | -18.4% | +9.3% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling