-7.4%
T vs MSFU
-6.0%
-1.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +5.0% | +0.4% |
| 7D | +2.6% | +4.0% | -1.5% | +2.9% |
| 30D | -1.1% | -2.3% | +1.2% | -1.1% |
| 3M | -7.7% | +7.1% | -14.8% | -7.3% |
| 6M | -10.6% | +48.9% | -59.5% | -7.9% |
| YTD | -7.5% | +2.4% | -9.9% | -8.2% |
| 1Y | -7.4% | -8.1% | +0.7% | -8.5% |
| All | -7.4% | -6.0% | -1.5% | -8.5% |
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